It seems that Subaru has changed the fuel filters location on the STi (and it seems some newer models too like the Legacy and others) It no longer resides in the easy to change spot by the left side strut tower (LHD) but it's now in the fuel tank.

Wombat North from NASIOC (http://forums.nasioc.com/) was kind enough to let me use his pic of the fuel pump and filter assembly. Here you can see the filter holder itself: