Hi,
There aren't a lot of Rexes on here, but there's a few:
2002 Subaru Impreza WRX Gas Mileage (!Rally) - EcoModder.com
Details: Odie2 - 2004 Subaru Impreza WRX Wagon Fuel Economy - EcoModder.com
That's a couple that seem to be current in the fuel logs. The ones that show up but don't see much activity I won't bother about.
It looks to me like you aren't going to break 30 mpg unless you're driving a Legacy or new Forester (maybe), or perhaps a Crosstrek.
I have a '98 Forester and while it's a good car for bad weather, and very roomy, it's a gas pig.
PIG. Between that and the endless list of niggling engine problems, I will never, ever buy another one. Here and there you hear of a magically oil-tight Subie that is still running with its original head gaskets, but that has not been my experience. For your sake I hope you have the 2.2l engine which by all accounts is a MUCH more reliable mill, but I'm thinking by that model year that may not have been an option for you.
I know you have an enthusiast's car, but if fuel mileage is your goal you have a very difficult, uphill row to hoe. Late model Subies don't respond well to hypermiling in my experience and even if you're good at it, you'll be pushing hard to achieve what is merely average in a different car.
I don't generally recommend it because the name of the site is EcoMODDER, not EcoBUYER, but this time (and since you already mentioned it's on your mind), I would suggest a different car entirely.