First concern is top hats. The first gen has a smaller bolt pattern for the rear, so none of the later model stuff like BG or GD will actually go straight in, so you need to use BC/BF rear top hats. However, BC's, and pre face lift BF's have tapered rear springs, so their spring seat is too small for the Bilstein or KYB springs. The solution is to track done some Face lift BF top hats, the face lift BFs did not get the tapered rear springs, so their top hat fits the Bilstein and KYB springs, yet have the correct bolt pattern to fit in any first gen.
Speculation: Do GC rear top hats have the same bolt pattern? If they do, GC top hats can be another option to use. - THIS NEEDS CONFIRMING -
Next issue, the top hat is on, the top hat nut is tight, but there's about 10mm of play! You need top hat washers. Simple solution, put some washers on the strut between the top hat and it's nut, but they are quite specific They must be less than 30mm in outside diameter, and greater than 15mm in inside diameter. There are some nice washers you can get that fit this perfectly, I got them from shotover engineering, The bag was just a random one, here some pics.

IMG_7815 by Reuben Horsley, on Flickr

IMG_7817 by Reuben Horsley, on Flickr
Great, so with that, you should have yourself a set of struts that will bolt in, now here's the jucy bits on different fitments.
BD/BG Bilsteins fit well, they run 0 deg camber in the rear as they do on a BG, and sit nicely. I have fitted them to a BC3, which is very light, and it actually lifted the car, but in a few days I will see what they sit like on a BF GT, I imagine ride height will be very good.
BE/BH Bilsteins do not fit. Fronts are the same, but BE/BH introduced multilink rear, the strut are fundamentally incompatible.
V5/6 KYB's Bolt in... but you wont want them... The rears are MUCH shorter, and you get epic ass squat. Put simply, they do not work. GC KYB's fit GC's, end of story.
V7/8 KYB's also fit, but depending on the car, can run positive camber in the rear due to minor differences in alignment between GD's and the rest of the subie family. the rear can also sit somewhat low in a wagon, and 5mm spacers would not go astray!
If one has squat and positive camber, both issues can successfuly be fixed with camber bolts, and 'saggy but spacers' (Though sadly turn in concepts do not ship outside the US! I had to do get a mate in the states to receive and forward mine to me.) Note, KYB's in a BG require the 10mm spacer.
V9/10 KYB's do not fit. The clavice design changed when the hubs went from 5x100 to 5x114.3, so struts that suite 5x114.3 can only fit 5x114.3. If one had access to a wrecked V9 or 10, then happy days, you can swap out the hubs, subframe, diffs, gearbox, sturts and brakes as once complete package, and your car will be amazing. But without all of the above, you can not fit V9/10 struts to a BC/BF.
V11+ Also went multi link, hatchback impreza stuff will not fit.
Cliffs notes. Only available upgrade shocks are BG Bilsteins, or V7/8 KYB's. Both are fantastic struts, and are worthy of the upgrade, even in a humble commuter.