I've been doing a lot research and question asking as well. Here is what I've found out so far.
I'll start with REAR brakes because it's the most straightforward.
Parts you need:
2006-2007 WRX STi rear backing plate
2006-2007 WRX Sti rear rotors
2006-2017 WRX STi rear calipers
From my research it seems the calipers are functionally the same, it's the mounting point that was modified in 2008 - it went from a backing plate design to an ear-on-knuckle design. This moved the caliper offset by approximately 4mm which is why you want 2006-2007 rotors. To swap backing plates, you need to remove the rear wheel bearings. This would be a good time to replace wheel bearings.
As for the FRONT brakes, it appears that Subaru made a custom knuckle with caliper mounting tabs that are located slightly further away from the hub than any other Subaru ever made. What this means is that any other subaru caliper you want to use will be ever so slightly too far away to fit precisely over the oem size 2006-2017 rotors. I am not sure how much the difference is, but I have read anywhere from 1 cm to 15mm. Not verified by me. What this means is that you could modify the metal tabs on the knuckle to move the bolt holes closer to the hub. I do not know how feasible this would be with clearance of other knuckle components, however, I think this *might* work. Alternatively, you can source a custom made bracket that adapts to the more current "Brembo GT calipers" made in 4 and 6 piston styles. These brackets allow these calipers to work with 355xx x 32mm rotors (Mustang GT500 size). The downside here is that you'll likely pay a bit more money for the Brembo GT style caliper, and you'll need to locate a pair of said brackets. If you're a stickler for looks like I am, you'll also need to custom paint/powdercoat all 4 calipers to match.