Sometimes the Check Engine Light illuminates because the computer detects misfires. Subaru released an improved spark plug wire set to solve the problem. The ignition coil should also be inspected for carbon tracks or short circuits between the contacts
Resources for the Repair and Maintenance of your 2006 Subaru Impreza WRX
2006 Subaru Impreza WRX
2006 Subaru Impreza WRX Problems
The Check Engine Light may illuminate because of a failed knock sensor. Although the sensor often tests okay, it can fail intermittently, while the vehicle is being driven.
The air pump rusts out causing the the valves to get stuck open or closed. This appears to happen more frequently around wet areas (snow or humid). There are two valves; for the first one all you need to remove is the inter-cooler, the second valve is between the intake manifold and engine block.
There is a technical service bulletin on the ABS control module. It is replaceable without having to replace the entire anti-lock brake hydraulic unit. Previously, the ABS control module was only available as a complete assembly that included the hydraulic unit.