You wouldn't want to do this on your own unless you are are skilled at window tinting/vinyl application. It can be very tricky.
I have a rockblocker (3m clear bra) on my STi and I love it. Looks like they have kits for the 06
http://www.rockblocker.net/store/37701.htm
I would send an email just to verify it is correct.
There are also shops that custom cut the material to perfectly match your car. If you find one of these places you will most likely get a nicer install around all the edges of the hood/fenders.
If people are interested I an post a link to what the bra's look like on my STi.