I used to have a 1998 Impreza Turbo and the worst mod I made was, surprisingly, a stainless full exhaust system!
Yes, it sounded fantastic but the car just didn't feel as strong in the low and midrange anymore (i.e. daily driving).
Got it dyno'd and it had gained about 5bhp but lost the same in torque, also it had moved the power and torque curves up the range and upset the atf ratio.
Was told that it could do with a remap to properly sort it, but at over £600 for the '98 models I never managed to get it done.
Learned a good lesson from this - spend your money wisely and choose your mods very carefully.