Welcome!
1) Start up a journal and ask lots of questions. The reason I say that, is I think you should do a bit more research before you start buying any more mods!!
For instance, a BOV is not really advised on these cars. And if your goal is more power, there are far better bang-for-the-buck mods you can do.
2) I had never heard of Brentune, but after googling...yes, it's just an e-tune. Same process as a pro-tune, just done via email instead of in person.
As far as Brentune-I'm not saying that they're not good, just never heard of them! There are lots of e-tuners out there with lots of experience with Subaru and a more established reputation.
3) Installing all the mods at once is the way to go. You'll save on tuning costs! But you're right about not being able to start it up easily on the stock map. But your tuner should be able to give you a base map for all of them that will allow you to safely start it up.
[MENTION=7279]Jake411[/MENTION] , I'll expound on what [MENTION=652]Grinder34[/MENTION] said.
1) Realistically, you should have been doing research before buying any car parts. I'm not saying you didn't, but from my point of view, I don't know if you did. If you haven't read the owner's manual, read it! If you already read it once, read it again! Ask any and all questions! This is the most crucial part during the ownership of your WRX as it is first and foremost free, and secondly, learning from others' mistakes giving you insight on what to avoid is imperative!
2) Regarding the BOV, I believe almost every single person on IGOTASTI will tell you to ditch it because it brings only negative experiences. These cars are designed with a BPV (bypass valve) for recirculating the air back into the turbo inlet to avoid spool loss. When you swap the BPV for a BOV, you're changing the entire spectrum of the tune with this one single change in a negative way.
3) The way you worded your sentence, I'm assuming you already have a Cobb AP. Did you research if the intake you purchased is one of the intakes that Cobb tunes for with their OTS maps? The TGV deletes aren't exactly what I'd consider a beginner friendly modification and I completely disagree with the BOV.
4) I've heard of Brentune and they seem to be reputable. An e-tune is better than just a standard Cobb OTS map as the tune would be tailor made to your specific car and the environment which it will reside in.
Unfortunately, your situation is a bit complex because I'm assuming you just want to throw parts on the car and get a tune. The issue resides in the fact that these cars are extremely sensitive to modifications, especially a BOV and TGV deletes. Since you're in Ohio, you're well aware of the winters we get. TGV deletes change an aspect of the car warming up. (I don't have complete knowledge on this matter, but I've seen in the past how cars run roughly during colder weather with the TGV deletes. You'll have to do your own due diligence on the matter.)
I hope you haven't installed any modifications on the car without a tune yet. Please tell us the following information:
-Is your car stock right now?
---If no, what modifications are currently done?
---If yes, are you running the stock tune or a Cobb OTS map?
-Are there any other modifications you've purchased aside from the ones you've already mentioned?
-How many miles are on the car?