Some of the information is directly from SoA documents/pictures and is marked SoA. Much of the rest is from folks who believe they've seen the 2006 model -- and quite probably did -- and so is as close to "official" as can be expected at this time.
My list follows, collected from a variety of sources. I certainly don't claim that the list is complete. Any and all input is welcome, from nitpicks about how the list is laid out to technical foo such as DCCD differential internals. I'll revise the list as we go.
Engine/Suspension/Drivetrain
* SoA Addition of a steering sensor input to the DCCD All-Wheel Drive system enhances power distribution response by more accurately relaying the car’s cornering situation.
* SoA Addition of new mechanical limited slip differential to the DCCD. Enhances torque transfer and overall performance of the AWD system.
* SoA Default torques split is now 41:59. (? SoA has released conflicting information on this point. There is also mention of the torque split being 35:65 as it has been in past years.)
Exterior
* SoA Restyled to reflect new brand identity; Subaru signature front-end design for Impreza features a three-section mesh-type grill inspired by the company’s aircraft heritage, plus boldly styled headlights with smoke-tinted lenses
* SoA New tail lamp cluster design.
* SoA New roof vane spoiler contributes to enhanced track speed stability.
* SoA New rear underbody diffuser.
* SoA New side sill spoiler design.
* SoA Lower-profile hood scoop from the standard WRX aids forward visibility but maintains engine airflow due to the improved aerodynamics of the redesigned front-end.
* SoA Daytime Running Lights (DRL) help make the WRX STI more visible to other drivers.
* SoA Revised exterior badging, especially on trunk lid
Interior
* Heated front seats (maybe mirrors and windshield too?)
* Mesh pockets on back of front seats
* Redesigned HID headlight leveling control
* Rear seat passthrough/armrest
Links to More Information
* IWSTI.COM thread featuring detailed shots of new features: http://www.iwsti.com/forums/showpost.php?p=299450
* IWSTI.COM thread with official specs and links:
http://www.iwsti.com/forums/showthread.php?t=29210
Full tech specs
More pics further down the page.