I've put an '04 WRX console in my '99RS with the '99 dash, heater controls etc. It requires a ton of "plastic whittling" to make it work. I had to trim ~6" off the front of the bottom part of the console, and all along the top edge of the bottom part up to the storage bin below the ashtray. I also had to trim the top part of the console where it meets up with the dash. In the end, the storage bin below the ashtray winds up being about 1/2" narrower than the opening for the ashtray and lighter.
Once you trim the front of the console, all the holes to attach the console to the body line up perfectly, along with the e-brake handle. The mirror adjustment switch in the new console has the same plug as the original so it works fine.