if it has an automatic, it'll likely go out or start going out at around 175k miles.
if it has a sunroof, make sure it doesn't leak
I don't know about everyone else, but every legacy i've had has had ac issues(it just doesn't work)
the 90-91 legacies have horrible headlight optics, but an arguably more aggressive face

The 92-94 legacies have much better headlight optics, and an arguably more updated looking front end(turn signals are the main differences, as well as the nonexistant angle of the hood/headlights)
It's tough to get GOOD springs suited for the wagon, though whiteline does make them, it takes up to a 7 months(that's the longest that i've heard of) to get them. Mine took 17.5 weeks.
If the car came with factory installed keyless entry(very rare), you'll likely have an issue with your driver's door lock sticking and requiring opening from the passenger side. Mine was remedied(mostly) by the install of an aftermarket alarm and hours of my installer twiddling with it.
The wagon's rear struts tend to go out rather quickly, though I've put about 45k miles on my agx's and they're still in tip-top shape.
Engine wise I can't think of anything to worry about, as the first gen legacies are rock solid, very overengineered.
The same however, cannot be said for the newer ones in my opinion. The next generation engines were more fussy, if you were to get one with a 2.5, you have the first gen ej25 head gasket problem, and I believe either in 99 or 96 they switched over to an interference engine.
Those are the only things that I can think of off the top of my head worth mentioning. Bear in mind that switching from the STi to a legacy wagon feels like getting into a school bus. The wheel is bigger, the seats don't hug you, and it's slow as fuck. On the plus side, it gets nearly no attention from the police, insurance is dirt cheap, and you don't have to worry about car payments. My boyfriend had an STi that I drove a fair amount, and there's no way in hell I'd take the STi over my wagon, even if I didn't have to pay for it.
$.02