Can I install parts on my STi and drive away? + questions on few things?

If you are using the 98 STI ECU then you are fine without tuning for an intake or simple exhaust mods. You won't really see much in terms of power gains but it will run fine. The older ECU's were pretty simple and will compensate, it's the newer ones mainly the Version 8and up or US 04 and up that are problems. Unless you are running much higher boost than stock or a bigger turbo, I wouldn't worry about spark plugs as long as they are OEM specs. I have seen people make some big power on the factory plugs without issue. If I was you, I would find a local reputable tuner that can help you with your options as far as optimizing gains from the parts you are adding. Engine management and tuning isn't cheap but it can really make the car more reliable and smoother especially if you plan to keep adding parts.