If you do not currently have HIDs from the factory, please read the following for information why "HID kits" are not suitable:
Daniel Stern Lighting Consultancy and Supply
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For the 2002-2003 WRX, you've got the following bulbs in your car...
Lows: 9007
Highs: 9007
For the 9007, your best bet is buying a proper bulb:
Amazon.com: Philips 9007 X-treme Power Headlight Bulb, Pack of 2: Automotive
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For the 2004-2005 WRX, you the following bulbs in your car...
Lows: H1
Highs: 9005
For the lows, your best bet is buying a proper bulb:
Amazon.com: OSRAM - Night Breaker Unlimited H1 (Pair): Automotive
9005 to HIR:
HIR bulb base modification
Buy these bulbs:
Philips 9011 Standard Headlight Bulb, Pack of 1 : Amazon.com : Automotive
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For the 2006-2007 WRX, you've got the following bulbs in your car...
Lows: H7
Highs: 9005
For the lows, your best bet is buying a proper bulb:
Osram Rallye 64217 65w Ultra High Output H7 Special-Service Bulb
9005 to HIR:
HIR bulb base modification
Buy these bulbs:
Philips 9011 Standard Headlight Bulb, Pack of 1 : Amazon.com : Automotive
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For the 2008+ WRX, you've got the following bulbs in your car...
Lows: H11
Highs: 9005
H11 to H9 modification:
H11 to H9 conversion. DIY with temps - NASIOC
Buy these bulbs:
Amazon.com: Philips H9 Standard Headlight Bulb, Pack of 1: Automotive
9005 to HIR:
HIR bulb base modification
Buy these bulbs:
Philips 9011 Standard Headlight Bulb, Pack of 1 : Amazon.com : Automotive
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For the 2004-2005 WRX STI, you've got the following bulbs in your car...
Lows: D2R
Highs: 9005
For the lows, there isn't really an upgrade available. Purchase the following bulbs if you need replacements:
Genuine PHILIPS D2R Xenon HID Bulb 85126 OEM Headlight 35W (2 pieces) : Amazon.com : Automotive
9005 to HIR:
HIR bulb base modification
Buy these bulbs:
Philips 9011 Standard Headlight Bulb, Pack of 1 : Amazon.com : Automotive
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For the 2006+ WRX STI, you've got the following bulbs in your car...
Lows: D2S
Highs: 9005
For the lows, there isn't really an upgrade available. Purchase the following bulbs if you need replacements:
Amazon.com: Philips D2S Xenon HID Headlight Bulb, Pack of 2: Automotive
9005 to HIR:
HIR bulb base modification
Buy these bulbs:
Philips 9011 Standard Headlight Bulb, Pack of 1 : Amazon.com : Automotive