My crappy sony deck stopped 
playing CDs, so I bought an 05 WRX 6-disc cd changer. 
All 93+ Subarus use the same harness/plug. Except for SVXs, and 93-94 Legacies. 
So this isn't a plug and play type deal and you'll need to make a harness. 
To do this you need a Legacy harness and a reverse harness for a newer Subaru. I 
used the harness that was hooked up to my old deck and bought a reverse harness 
from David Carter for $17 shipped. I highly recommend you buy one from him 
because it has the extra illumination wire and he's very helpful if you have any 
problems. 
So I guess the first step is to take out the old stereo and harness. When you 
take out the cup holder you'll see these two screws. Undo them. And also take 
out the ashtray. There are two more screws holding the trim piece and the 
ashtray rail in place so you'll need an offset screwdriver or something to get 
them. 
 
Then undo the 6 screws holding the din rails in place: 
 
There are two more farther in that Best Buy convieniently forgot to replace when 
they installed my old stereo. 
Then you'll end up with something like this after you take the old harness off. 
You can see how best buy really does top notch work what with the crimp on 
connections and all. 
 
Cut that apart or buy a new harness and you'll have something like this. 
 
Now you need to put it together. I went to Radio Shack and spend about $40 on a 
soldering iron and soldering iron accessories. They had a nice little kit for 
$20 and then I bought more solder, tip tinner and cleaner, heat shrink tubing, 
and some zip ties. 
 
What I should have done is spent that money on a photography book because 
apparantly I suck. Actually my screen is broken so I have to let the camera take 
it's best guess. 
If you want the dimmer to work, you'll have to modify the legacy harness. Vikash 
recommended moving the ground wire to illumination (+) awhile back and then 
directly grounding the wire on the reverse harness to the stereo body. So that's 
what I did. If you don't have a power antenna you could also use that wire 
(which I realized after I'd already started soldering).
Note: I do not recommend grounding to the stereo body. Ground it to the body of the car or the negative terminal if you want to run all that wire. My changer cuts out occasionally and I intend to re-do things.
 
the black wire is the one I moved. I jammed a small scredriver in there and it 
popped out. There's a little tab on the terminal that rests on another tab in 
the plug. After I bent it back down it snapped into the new position. 
All my wires were labelled correctly, but you may want to take a look at some 
pinouts just in case. 
Here 
is a Legacy pinout that Vikash made, and 
here 
is a WRX pinout that David made. 
This nasioc thread 
also has useful Subaru stereo information (and guess who posted it). 
To solder you'll want to twist the wires together like this: 
 
Then use a clean soldering iron to heat up the wires. Don't forget to slide the 
little shrink wrap tubes over the wires beforehand. Then solder. There are 
plently of guides how to do that online 
like this. 
The important part is to keep the iron clean and to use what you're soldering to 
melt the solder and not the iron itself. I found I had to help the solder melt 
though because the wires weren't staying hot enough. 
Tadow: 
 
Don't use too much. 
Then after awhile you'll have something like this: 
 
Use a lighter on the heat shrink, throw on a zip-tie or two or some fancy cable 
wrap to keep things organized, and you should end up with a pretty nice looking 
harness: 
 
Put the new CD player in the DIN rails, connect the harness, and take it to your 
car: 
 
Plug it in: 
 
Screw everthing back together, put on the trim, and you're done: 
 
I found that my front speakers weren't working, so I pulled everything out and 
re-checked the harness. No problems there so it must be a speaker problem of 
some sort. Fade and balance work right for the rear.