i went with WRX brakes all around, MASSIVE upgrade. the only thing i would do different is go for the H6 rear brake upgrade (just requires a different rear rotor and caliper bracket from the WRX bits), for those you will need 16" wheels (pick up a set of stock WRX wheels, they are fairly cheap and easy to find). if you want to go the 4-pot front, 2-pot rear you will need 17" wheels to clear them.
heres everything you need aside from the rotors and pads:
honestly, i think that the brakes are one of the best upgrades you can do, our stock set-up was borderline dangerous in my opinion. after sorting out the brakes, wheels and tyres, go for suspension (see my faq at the top of the page here in the second gen. section)