How can I most cost effectively give my 98 Subaru legacy more power?

^ As they said nothing is truely cost effective when it comes to more power, with an intake and exhaust you're lucky to pick up 10ish HP(nothing noticable) a tune through a performance shop on top of that and your probably looking at $1000-$1500 total depending on who does the tune and what brands you buy but I would speculate a total gain of arround 30hp, there it's a little more noticable but again not too much, going the route of forced induction (IE: turbo charging or supercharging) will require changes to the intake and exhaust anyway and a tune plus the cost of the mods for the forced induction kit and if it's not installed properly or you don't have the know how can be disasterous and having a shop do it all is expensive. Any more the most "cost effective" way to gain power is buy a car that puts out more power to begin with and it will also be more reliable, tuning cars is expensive as a general rule.

With Subarus there is typically nothing to be gained by changing the intake. The exhaust would likely net 5hp. I recommend a tune up and a few tanks of premium fuel every so often. New spark plugs(I know their hard to change), air filter and O2 sensors can bring an old car back to life. If you just want to go faster, toss anything in your car that you don't need. Spare tire, trunk lining, interior panels, stereo. You can really shed a lot and effectively raise your power to weight ratio. It all depends on how far you're willing to go.

i cant find a place where i can find performance parts for my 98 legacy.. is it possible to just install wrx and sti parts, like top mount intercoolers, exuast pipe headers etc ? HELP MEEE

It wont do you any good unless you have a turbo, but yes that is possible. a lot will fit right across but some may need some minor modifications.