I do not have a radio wiring diagram for a 2006, but I do have a diagram for 2005 Subaru Impreza WRX STI.
2005SubaruImprezaWrxStiRadio.pdf
The diagram shows no factory amplifier, optional or otherwise. This means you will need either use an aftermarket amplfier or relocate the head unit. There is a chance that an amplified audio system was added for the 2006 model year, but being a 6 disc changer it is likely the amp is built in.
Peace.