I have had the brake pads replaced on my Forester STi (4 pot Brembos all round) and have noticed a strange noise on first application of the brakes after moving either forwards or backwards.
By this I mean I can start off, then as I touch the brakes there will be a clunk. This won't happen again until I go in reverse, then it will happen once. And when I go forward again it will happen the first time.
This makes me think something is loose in the brake mounting and it is moving forwards against a stop through friction when I touch the brake, and it moves back again when I do the same in reverse.
I'm going to take it to the garage anyway, as I couldn't pin it down at home, but any thoughts on what it might be?