I have the same issue on my 98 GT.
At around 2000rpm moving off from a stop the shift from 1st to 2nd is very noticeable - all other gears are fine.
I think it has more to do with the type of synchros Subaru used in their boxes...my tranny has done 165,000miles and is ok, just a little rough off 1st gear.
Moderate-heavy load helps the tranny shift smoother, if you back off at 2,500rpm you'll get hit with the changeup...
As an aside, do any of you suffer from drivetrain & engine vibration at 2 - 3000rpm, under load?