Having tuned hundreds and hundreds of cars over the last few years, I'll offer up my opinion on spark plugs.
First, from a pure tuning perspective, the NGK BKR7EIXs are the best plug I have used on the 2.0L motor. That is a one range colder plug, and iridium tipped. I have ran these in Stage 2 WRXs as well as my personal WRX with Spec C heads at over 540whp. When gapped to .026 - .028, I have never had a spark issue of any kind, even at 32-34psi of boost.
On the 2.5L STI heads, the LFR7AIX is the prefered plug. It is also iridium tipped, and one range colder. We tuned Tim's STI (the black PDXTuning one) to 596whp at 34psi without missing a beat with these plugs. The subaru coil system is very good, and when matched with the right plug, will not be the power limiting factor. I have yet to see a drivablity issue with the colder plugs, however I would suspect it will decrease your change interval. Then again, if you are modifying your $25,000 car, spending $30 on spark plugs every 10k miles should be par for the course.
Cheers,
Jeff Sponaugle
PDXTuning.com