Parts info:

Here is the complete parts list. Everything is available from japanparts.com. There may be other vendors as you read this, but this is all that was available when I did mine.

Here's the list:
113-372-711 FRONT BUMPER BACK BEAM (http://www.japanparts.com/Pic/pic113/57711.jpeg)
113-371-705 FRONT BUMPER ENERGY ABSORBER (http://www.japanparts.com/Pic/pic113/57705.jpeg)
069-006-003 LARGE FOG LAMP KIT / CLEAR (http://www.japanparts.com/Pic/pic069/006-003.jpg)
069-006-009 FOG SURROUND GARNISH PAIR (http://www.japanparts.com/Pic/pic069/006-003.jpg)
Total price is a little under $600 dollars shipped to SoCal, depending on current exchange rates and your final shipping destination. The order took about 7 working days to arrive.

Tools info:
An assortment of Flatblade screwdrivers (for removing retaining clips)
1 long (or 1 very short) #2 phillips screwdriver.
14mm deep socket
10mm socket
12mm socket
breaker bar
torque wrench
6" extension for both the 14mm and 10mm sockets

Time:
about 90 minutes if you've never removed the bumper cover before. Now that I've done it once, I suspect that I could do it in about 45minutes.

Legaleze:
This mod is likely only legal for offroad use in the US. I have no association with JapanParts.com

Well, time to get to work.

The obligatory before shot.
http://fp3.antelecom.net/mjones/MyWRX/01.jpg

Open the Hood and remove the front grill. To release the grill, gently push down on the four tabs to release the top edge of the grill (orange arrows), then using a longish screwdriver release the two lower edge tabs which are near the outside edges (Yellow arrows).
http://fp3.antelecom.net/mjones/MyWRX/02.jpg


Remove the 5 retaining clips revealed beneath where the grill was. Also remove the 2 clips near each headlight (4 total)
http://fp3.antelecom.net/mjones/MyWRX/03.jpg

Carefully pop out the surrounds of your existing foglights. Notice there is a retaining clip above and to the right of the foglight corner(orange arrow). In this shot, you can clearly see the portion of the bumper which will get in the way of larger foglights (yellow rectangle). Each light is held in by 3 10mm bolts, 2 underneath and 1 in front (they aren't visible in the picture, but they are easy to find.) There is also a retaining clip accessable from the bottom of the car behind and to the left of each light (also not visible in the photo.)
http://fp3.antelecom.net/mjones/MyWRX/04.jpg


Unfortunately for those who want extra detailed instructions about what to remove underneath the car...I can't help you . I'll have to leave it at, "figure it out carefully." I have skidplates underneath my car and I can't remember exaclty what went where on the original plastic guards. FYI, you will have 2 spare retaining clips when you are done. (So don't permanently damage more then that )

Continue removing all the underneath clips, and the two lower clips in the fenderwell. If your comfortable with removing the entire fender liner, it might be worth it to get to the hardest two clips. The last 2 clips that I removed were the hardest ones to get to and they are a little different then all the others.

The clips I'm refering to are at the seem of the bumper and the fender right near the fenderwell. Carefully pull back the fenderwell with the front of the wheel turned to the inside. Find the retaing clip that is in the same orientation as the ones under the car (i.e. flatside down, pointy side up) These 2 clips actually unscrew slightly rather then pop-to-release. Use a phillips screwdriver to backoff the center piece so that you can pull the rest free.

About 1 foot infront of those two pain in the !&*^! clips there is a ridge that is supporting the bumper that looks like this. Gently pull on the bumper and it will come free.
http://fp3.antelecom.net/mjones/MyWRX/11.jpg

Disconnect and remove the existing foglights.

Now that you have removed the bumper cover, you should now see the OEM bumper absorber (the styrofoamy stuff) and the OEM bumper beam.
http://fp3.antelecom.net/mjones/MyWRX/05.jpg


Remove the absorber to fully expose the bumper beam. Remove the 4 14mm nuts (2 each side) and the 2 14mm bolts (1 each side) save these parts for the replacement JDM bumper beam. There are two 12mm bolts remaining which hold the beam in place; remove and discard them. I've marked the 12mm bolts in orange, the others aren't visible in the pic, but I've pointed out where to look for them in yellow. You can see them more clearly in the photo after the beam is removed.
http://fp3.antelecom.net/mjones/MyWRX/06.jpg

This pick is with the beam removed and it more clearly shows where the nuts and bolts are.
http://fp3.antelecom.net/mjones/MyWRX/07.jpg


Attach the JDM beam using the 4 14mm nuts and the 2 14mm bolts. I don't know the exact torque specs for these, but it took about 80lbs of force to remove them, so I torqued them to 75lbs (note, its the same part for all three 04 WRX bodystyles, possibly for other imprezzas as well.)
http://fp3.antelecom.net/mjones/MyWRX/08.jpg

Press on the JDM absorber (note, its the same part for all three 04 WRX bodystyles, possibly for other imprezzas as well.)
http://fp3.antelecom.net/mjones/MyWRX/09.jpg


Put the bumper cover back on. You can put in all of the upper clips, but leave the bottom open while you connect the lights. Install the frames and lights as directed in the JDM installation docs (if you don't read japanese look at the pretty pictures) Be sure to clip the connector harness to the protrusion on the bottom of the frame, it will click into place.
http://fp3.antelecom.net/mjones/MyWRX/12.jpg

Close up the bottom. Reminder, you should have 2 spare retaining clips, so if you really buggered some...
Notice that part of the absorber is still visible on the driver's side, but the passenger side is where the tow-hook goes.
http://fp3.antelecom.net/mjones/MyWRX/13.jpg


Snap your grill back into place and pop in the surrounds. (note, its the same part for all three 04 WRX bodystyles, possibly for other imprezzas as well.) Close the hood.
http://fp3.antelecom.net/mjones/MyWRX/16.jpg

Tada...
http://fp3.antelecom.net/mjones/MyWRX/17.jpg


Cleanup and put away the tools and take some snaps...
http://fp3.antelecom.net/mjones/MyWRX/18.jpg
http://fp3.antelecom.net/mjones/MyWRX/20.jpg
http://fp3.antelecom.net/mjones/MyWRX/21.jpg
http://fp3.antelecom.net/mjones/MyWRX/22.jpg
http://fp3.antelecom.net/mjones/MyWRX/25.jpg

Easy as pie...Don't for get to properly align the lights according to the instruction that came with them. FYI, mine required no adjustment after installation, your experience may be different. Also, for STi owners, the lamp kit comes with the neccesary relay and PEM switch.

Mike