1) Please dont take this as a personal attack, but before posting up a thread like this please do a search there are numerous threads exactly like this with all the same questions asked and answered.
2) what state do you live in?
3) By going for coil overs i think you will end up finding that you will have a very harsh ride (what i mean by this is that it really will feel more like a track car rather than a well set up street car.
Try the SydneyKid suspension setup:http://www.skylinesaustralia.com/forums/index.php?showtopic=85592
4) With the exhaust i can only recommend the BOS Stainless Steel Split dump and front which lucky for us is exactly the same as an R33 and for a high flow cat i could only recommend the Catco cat 4" body, both of these items can be found in this link: http://www.skylinesaustralia.com/forums/in...howtopic=152367
For the cat back im not really sure what you are after i have a fujitsubo cat back at the moment very very nice and quiet exhaust and flows really well, its not my cup of tea though cause its not loud enough for me, so i just purchased a Trust PE 2 cat back from japan, but i cant comment on it yet as i have not recieved it yet.
5) In my personal opinion FMIC is one of the most important mods for performance wether you have a stock turbo or not it creates a hell of a lott more power. I have an ARC crossflow cooler which can handle around 250kw at wheels, i cannot recommend this high enough because you dont have to cut any holes in your chassis as it retains the stock cooler pipes and also retains stock air box, which makes it a fully leagal setup perfect for more than 200 all wheel kw.
Simon