the 02 wrx ecu is both AT & MT 03-05 are either AT or MT, BUT can be flashed over to AT or MT. As far as swapping ecus, I know 02's can work on 03's and vice versa (you can even flash an 02 to an 03 and 03 to an 02), but I'm not sure about the 04-05 (I'm assuming they can)
IIRC there is 1 pin on the 02/03 WRX ECUs which tells the ecu if it is a auto or manual. you can change this over by completing/disconnecting the circuit to this pin. I forget which one it is, but it is a neat system.