The WRX came with Dunlop summer performance tires. I'm not 100% sure if they are the same ones that are on the STI, but I'd bet they are awfully close. The long and short of it is with the AWD and the summer performance tires you will be howling in a corner long before the tires do .
I live in the SF Bay Area, so winter tires aren't necessary. The worst we get down here is rain and light flooding. I do go up to Lake Tahoe in the Winter from time to time, but not enough to buy a second set of tires. The summers will be fine.
The Forester is the sensible choice. The turbo XT and the WRX have essentially the same engine from what I understand. You've got about 20 years on me (and a wife and kids!) so obviously our car priorities are a little different.
The exhaust I have is just the STI performance one Subaru offers as an option on the WRX and STI. I wanted it to be under warranty. I think I'll get used to it after a week or two, but its a makes a whole lot more noise than the 4-cyl Legacy I had rented while I was waiting for the WRX to show up.