my buddys 05 wrx has the same problem right now, he doesn't know too much about cars, so im heading down there tuesday to help him try to find a problem, and also replace the thermostat on it, he told me on the phone that when him and his dad replaced the radiator, they put water in the system, then didnt drain all the water out of the system, so the coolant/water ratio was not 50/50...and with the cold nights, hes thinking that the thermostat froze enough to cause an intermitten sticking problem.
he said about 30 min every morning until the full car is completely heated and warmed up, itll smoke a little when hes stopped.
after tuesday maybe and hopefully ill have more insight on what his was and possibly help you out to solve your problem.