Thanks! I guess I'll wait until we finish paying it off (coming January?) and then look into aftermarket stuff. I'd like to keep the steering wheel controls too, if possible.
EDIT: A now much bigger thanks to thescreensavers!
The second link to the "hidden menu" made our stock WRX sound system... sound much better. The Loudness was what made our factory option 10" subwoofer almost unbearable. We would keep the Bass setting at -6 or so to be bearable. Now it sounds better at 0. Much more balanced instead of boomy. Much less bass, of course, but can always raise the Bass setting to get more bass without it being boomy. I was expecting more out of the hidden EQ setting since the frequency response chart looked so horrible. It did improve the sound to my ears, but I can't quite describe it easily like I can disabling Loudness.
For those not wanting to dig through the linked thread, here are some pics from it.
This one is a frequency response chart of the "hidden EQ" setting. It is enabled by default. D: The magenta line is the frequency response with it
disabled. The white and green squiggly lines are how Subaru (and Clarion, who makes these for Subaru) ships from the factory.
Here is the frequency response chart of the "hidden loudness" setting. It is enabled by default. D: The magenta line is the frequency response with it
disabled. The white, green and cyan squiggly lines are how Subaru (and Clarion, who makes these for Subaru) ships from the factory. Okay, lied about the magenta line, but it is essentially the same as if loudness were disabled (see previous chart).
Note that "enabled by default" is how you get it when you buy the car. Also, "hidden" means THERE IS NO OBVIOUS WAY TO CHANGE IT nor any indication that it exists, other than the system sounding pretty shitty. WTF, Subaru?!?!
To change the "hidden EQ" you need the key in ignition turned so that you can use the stereo, but have the stereo OFF. Press 1+4+right knob at the same time and hold for a moment.
To change the "hidden loudness" you need the stereo actually ON, and press 1+6+right knob.
TBH Subaru/Clarion probably felt that most clueless drivers think it sounds better with the EQ+loudness on.

Seriously, seems as if 90% of the rental cars I ever got had bass + treble turned up all the way, which would approximate the loudness setting being ON. Also, the EQ setting was probably to fix some deficiency in the speakers (which may or may no longer be present) or the listening environment (inside of car). However, since we have the optional 10" subwoofer, we are fine with no mysterious low frequency EQ.