Based on what you have provided and guessing that the mileage is approaching 100 000kms, then yes, all those are due for a change. However if it is the coilpacks, it will be noticable at idle, even more audible if you have a free flowing exhaust or catback like most of us do. Basically it will sound like a sick WRX. It will still hold the idle, but wouldnt sound too happy doing it.
The probable culprit is probably the spark plugs. Depending on type and last point of change, they do get fouled a fair bit so on boost it may give up. That would be the cheapest option to fix. It would also make sense to change the fuel filter. Slightly worse than that would be the fuel pressure regulator itself. I recently cooked mine and when i saw how small the unit is, its easy to understand why the smallest of debris in fuel can impair the flow. It'd be wise to invest in a good pressure regulator too. The stock s15 hitachi afms are not the best but neither are they bad so that would be the last thing you wanna suspect. If you are still running the stock viscous paper air cleaner, bin it for a dry one (Apexi, Blitz, HKS). Avoid oiled ones like K&N's as they screw with the afm hotwire.
Cars built like brick s***houses, wouldnt worry too much. She'll run eventually. Cheers.