Once you get to a certain horsepower level, the factory rods and pistons may not like to continue to cooperate. At this point, forged replacement items are in order.
Forged pistons are much stronger than the stock cast units. They tend to have a higher coefficient of thermal expansion, though, which means they have to be sized smaller than the stock pistons. When they are cold, they will make a little bit of noise as they rattle around in the bores. When they warm up, they will expand to fit more snugly.
The stock STI rods (and other 2.5 liter Subaru rods) are already forged from high-strength steel, and are pretty strong, but above the 500 whp mark you might want something even more robust.
You can even buy a forged steel custom crank. This is where the costs start to really increase.
If the head is off, we'll probably want to have it ported, and swap in some high-performance valve hardware, too. Other upgrades might include revised camshafts (for better high-RPM airflow), stronger valve springs (to allow for a higher maximum RPM), head porting, and various coatings of the engine internals to shed heat, reduce friction, or help with lubrication.