Question about upgrading a subie.

I have a 1996 jdm gc8 that I want to upgrade the power on. I've done some research and I've talked to other subaru owners and they've all said that subaru's can be very finicky when you start putting in aftermarket parts. is it possible to upgrade one thing at a time without needing a tune each time, or is it a better idea to just do a whole build at once?