The GRB WRX STI comes with side vents from factory.
Unfortunately they are not functional and there only for aesthetics, as you can see on this pic:
The vent cover is plastic, held in place by clips. It can be pulled of with minimal disassembly by unscrewing/unclipping inner guard on the bottom, and unclipping the side skirt in the vent area.
I used three power tools to expand and create holes:
1) Air powered nibbler (bought it from supercheap):
2) Dremel with metal cut-off disk:
3) 13mm drill bit (for starting point for nibbler).
All of these could be done with just dremel, but making it clean would be difficult.
Here it is cut out and cleaned up:
Not pictured: inner side of plastic vent cover has a rubber flap, I removed it as well.
In the end I am happy with this little mod, even by having radiator fan on on stationary car is enough to feel warm air coming from the vent.