I know what your saying, alot of lads have the b4 for that reason.
But to go tuning it, it will just cost far too much money for the gain you will get.
To me if i had a B4 and absolutley loved it and didnt want to sell it ever.. a novel idea would be to Transplant all newage set up, Loom, ecu, 6spd, full engine, all the sensors associated with the Transplant.
Could even go for a twinscroll to be that extra bit different but i would think 4k in the parts alone would be gobbled up.. If you had the mind set and ability your self and stripped the newage loom and marked all the plugs and physically fitted the loom into the b4 and the engine and box etc etc it would save you a lot of labour costs, then it would be down to finishing the wiring off with someone thats sh*t hot with wireing and that will end up with the newage loom spliced into the B4 dash loom...
But its a lot and i mean a lot of work and the end cost will be greater than buying a Newage Sti impreza so maybe you could put some of the money you have a side for tuning and pay the extra insurance.