When I start my 95 WRX up from cold it runs on only 3 cylinders, after about 1 to 2 minutes once engine has warmed up it goes onto all 4.
I have 2 brand new coil packs and the other 2 show no signs of cracking.
I think the offending cylinder is the one nearest washer bottle, with bonnet up can hear a cracking as if arcing out to head down the plug recess.
My next port of coil is going to be to check the plugs, but after this I am out of ideas.

 

Possibly a problem with th wiring to the coilpacks, though sounds more likely you have a poorly fitting \ damaged coilpack.