I have been looking at getting a downpipe and a tune for a while now. I have had two other modded Subarus previously, and the 5th gen LGT is a completely different setup from what I am used to.
From what I learned on this thread: http://legacygt.com/forums/showthread.php/5th-gen-gt-power-roadblocks-and-solutions-259192.html
A true "Stage 2" setup would include a downpipe, upgraded injectors and fuel pump to achieve maximum performance from the tune. You can squeeze quite a bit more horsepower from doing a stage 0 tune (again, according to the aforementioned thread). I don't have any experience with a stage 0 tune, but I am sure someone else can chime in here.
I am saving my pennies so I can do all three upgrades before I go get tuned.