Pretty much anything you can do to a WRX, you can do to an LGT. There are even a large number of parts that are interchangeable between your LGT and certain model years of WRX plus plenty of good aftermarket support even specifically for Legacy only fitment. Also, if you haven't seen them yet, check out banjo bolt filter and catted uppipe here on the forums.
The 05-06 4th gen LGTs had a catted uppipe to help with cold start emissions, but there is danger of the cat melting and sending bits through the turbo and the shortblock and destroying your motor. The previous owner may have switched out your uppipe already, but if not you should take care of that. As far as the banjo filter goes, if it becomes clogged it can lead to oil starvation at the turbo. Several remedies exist. Search the forums to learn more about them.
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