Since my first post I have been back to the dealer, because they suggested I take it back in to re-check the alignment after 500 miles or so on the new tyres. When I picked it up they told me they had done a full 4 wheel alignment - 'and it will be as good as it gets', which seems a bit odd because that's what I asked them to do when I had the tyres fitted. The dealer has recently purchased new equipment to do the 4 wheel alignment more accurately.
Anyway, now the steering feels perfect - well balanced from left to right (before it felt as if the wheels were pulling against each other when steering to the right). I re-checked the front offside tyre pressure when hot (after setting the correct pressures when cold), and now it is the same as the nearside.
After having to replace my first set of tyres prematurely, I have concluded that the correct 4 wheel alignment and tyre pressures are essential on this car (03 Forester XT). When a tyre does start to wear on the outside, it seems to deteriorate very rapidly, so from now on I am going to keep a close eye on them.
I believe that the alignment and tyre pressures were incorrect when I picked the car up from new, but I can't prove this now. I wouldn't have thought that the alignment could be knocked out that easily - I haven't been off road. The dealer tells me that the alignment should be checked quite regularly, but this would does cost money, because it takes about an hour to do. (I did persuade them not to charge me this time as the car is still under warranty).
I haven't had a car before where the alignment seems to be so critical, but this is my first 4 wheel drive car, so I expect that is something to do with it.