I have a 1994 STi, when I start it it sounds really chuggy on the right hand side of the engine(standing at the front). Its my first Impreza so I dunno if this is what they sound like from cold. When its warmed up it sounds fine. I also have a whine from the air con compressor, is this a common fault on Imprezas? Grade A Subaru can do me a 2nd hand unit for £50, which is great if you ask me.

Sounds like you may have a leaking exhaust, hopefully just a gasket, but best to get it checked and sorted when possible, as blowing exhausts can lead to damage to the actual flange where they sit, so may never seal properly again.
A/C compressors can go noisey, but sometimes can be cured with a proper a/c/ service where they change the oil in the pump as well as the refridgerant.

Well its happening at the right time, I'm taking it in today to have a downpipe fitted. If it is the exhaust its strange how it quietens down when its warmed up.