Like the title says, what should I know? Are they reliable when the engine is generally left alone? Any big gotchas? What I do know is that they're supposed to be a much better car than the 2008 models.
I've noticed they're recently available in my price range and I'm sorta intrigued. Likely due to delusions of rally grandeur 
If you buy one, do not leave it alone. Even stock ones have notoriously lean areas in the fuel curve. Get a Cobb AP and get it tuned (preferred) or run the Cobb Stage 1 tune. Getting the car tuned by a pro has netted most people better performance and better fuel mileage. Subaru's stock tunes on these cars are supposed to be pretty bad.
Depending where you are, some of the 09's still came with the 227Hp engine. I assume that you want the 265 Hp, so if you look at an 09 - make sure. A quick VIN search will tell you which HP engine it has.
I haven't seen as much complaining about ringland issues with the 265 vs. the STi.
The stock tune is not the best, and you should strongly consider changing it.
Like the Legacy GT turbos, they also have an ill-conceived wire mesh screen on the banjo bolt that feeds oil to the turbo.
Because of the banjo bolt issue, some poorly-maintained cars died from overlong oil changes on conventional oil clogging the feed to the turbo so beware of any car that claims it "just needs a new turbo" or has recently received one, because the engine might not be far behind.
If the filter hasn't been removed already, you should remove it.
Hatch rust on the hatchbacks seems to be fairly common; I am looking at 08-11 2.5is right now because the rear strut towers on my '03 2.5TS have probably had their last dose of road salt and that's one thing I've noticed so far. I remember when the 08s first came out we also had a rash of bumper covers getting broken by cone hits at autocross; there's a revised bumper support part from a different market (EU?) that is supposed to fix that, but also bumper covers are much cheaper for this car than the 02-07.
Like all turbo Subarus you should also check for boost/vacuum leaks, torn hoses, etc and make plans to replace the PCV as soon as you get it, because in my experience even dealership-serviced cars are still rolling around on their original PCV hardware which isn't great for oil consumption.
I bought a 2009 brand new back in December of 2008. I only had it for 3 years, and it replaces a 2002. Like others have said, the stock tune is suspect. I never tuned mine, but I hated the stock tune. Rev hang was an annoying problem, for one thing. There was also a defined lag from hitting the gas pedal and the car doing something.
Mine was sort of a turd. The brakes sucked and vibrated on decel no matter what pads and rotors were on it, the pedals creaked and cracked every time you depressed them, the interior started falling apart at about 40k miles (glove box door, door panels, dash board, dash trim, etc.) The A/C compressor quit at 50k miles, the throwout bearing was starting to go at about 40k miles, and more. I avoided the bad batch of cranks responsible for many people's spun bearing issues by about a week of production time, so that was a positive. I always felt like it was going to blow up, and I babied the thing.
The 227hp ones from 2009-up are the auto-only Impreza GT. They look like the 2008 WRX with the short spoiler and 2008 grille. Avoid those.
If you can score one on the cheap, and can deal with the inevitable ringland issues and spun bearings, go for it. There's a vast aftermarket, and when they are working well, they are a lot of fun in all weather.
In reply to Tony Sestito:
In Canada, you could still get a 227 Hp 2009 WRX. We didn't ever get an Impreza GT.
So I should budget for a tune and find time to check that banjo bolt on the turbo. Would those two steps leave me with a reliable, fun car? How well are they classed in autocross?
They are awesome in autox. I would try and go for a later model one like an 11+. You get the sweet fender flares like the STI. Like others have said the tune, the screen on the bolt, and minor rust on the hatch area are common problems. I have a problem buying a performance subaru second hand because of a majority of the people who buy them and don't take care of them properly (the bros who think they are ken from the block).
I enjoyed the performance of my 2012 hatch, the versatility, the exhaust/turbo noises, etc. I didn't enjoy the cheap materials, the squeaks, the rattles, the stereo from 1991, and speakers from 1965. I ultimately traded it in on a Forester for my wife since we had a child and she hated driving manual. I now daily a crosstrek which is essentially the same body. The upgraded interior materials are a huge improvement, the stereo is much better, there are still some squeaks and rattles that annoy me but not as bad as the WRX. It's just missing a turbski. I was hoping a turbo or supercharge kit from the BRZ would fit but it looks like theres too many differences between the FA and FB engines to not make it work. FA20 swap time instead.
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