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First time I've ever thought about buying one...only reason I am is because they are supposed to prolong the life of a turbo engine...if it's quiet all the better
Stick with the standard one. An after market dump valve will not help prolong the life of your engine any more than the standard unit. If you get a vent to air dump valve it will have the added bonus of reducing your engine life by helping your car slightly over fuel, bore wash and contribute to premature failure (All in theory though as I've never seen any hard evidence to date).
Each to their own though. I'd save your money and upgrade the WRX brakes to something better.
Yep, you're only young once. Which in my case was a LONG time ago! haha. I've never taken fuel economy and running costs into consideration when buying my cars and I've always had serious fun!