I am trying to figure out the same issue. my 96 Impreza does the same thing i have to reset the presets everytime i turn the car on. the wiring was hacked up when i bought the car so i used a multimeter to find my wires and i couldn't find the constat power. i have it wired right and still doesnt work. I also checked my cig. lighter constant and it didnt work. 
I used this diagram also: 
for a 96 Impreza 
http://www.modifiedlife.com/1996-subaru-impreza-car-stereo-wire-schematic/ 
  
here is the one for a 96 legacy xdeadeye: 
http://www.modifiedlife.com/1996-subaru-legacy-car-stereo-radio-wiring-diagram/