I would definately get your AF ratios checked on a dyno with the Veilside chip. It is obviously going to be tuned more aggresively than the standard chip, ie more advance and probably leaner mixtures. Having said that, the difference in airflow between the standard turbo and the R33 would not be huge, so you may get away with the ecu setup that you have. Better safe than sorry anyway.
Your injectors should still be fine with the mods that you have listed. Your fuel pump should also be able to keep up as long as it is in good condition, but again this is something that you should probably check. An adjustable fuel pressure reg is a bit of a band aid solution in my opinion, and should not be needed if it is tuned correctly. The only time they are useful is when your injectors start to run out of flow, which I don't think will be an issue for you yet. Other people on here will have a much better idea on this than I do.
As for how it drives, with 10psi boost it feels pretty soft through the mid range, coming on boost a little bit later than the stock turbo, and then starts to go better than stock when it hits 5000rpm. At 14 psi it is much better, pulling much harder than the stock turbo from about 4500 all the way to redline. It is definately worth doing.