Stevo -
Simple effective power mods:
Step one: Front mount intercooler kit (decent size) about $600 - $1,000 depending on brand.
Step two: GCG Garret turbo kit (you can get bolt on RB25DET kits that are pretty straight forward to fit) $1900 - $2200 depending on size.
Step three: Splitfire coils + cooler spark plugs (if you put a bigger turbo on and turn the boost up you can easily blow out the spark from standard coils, helps to limit pinging aswell) - $750 - $1,000.
Step four: 550cc injectors (more boost needs more fuel) - $750 - $1,000 depending on brand.
Step five: Power FC - Best bang for your buck computer you can buy (to control it all) - $800 - $1,000.
Have your exhaust looked at, dont just assume that it will flow enough for a bigger turbo and modified engine, the one that I got with my car was almost completely blocked and had to be replaced.
Most mods will cost you a few hours labour to fit if you dont want to do it yourself - Call the boys at Trojan and talk to them about that.
With those mods you should see about 240rwkw (depending on the tune and what size turbo you go for).
You dont need an aftermarket Fuel pressure reg, or a Z32 air flow meter unless youre going for big power, otherwise the stock equipment is good for about 240 - 260rwkw...
Happy modding
P.S. I have done all of these mods to my own car, had 4 dyno tunes and almost every problem you could imagine, so feel free to ask me if you have any questions.