firstly the R33 is the best bang for buck Nissan on the market today...so congratulations and welcome to the cool club
now...buy a 3 inch bellmouth dump pipe form jjr...200$ great budget mod....get turbotech boost tap for 45$ turn boost to 10-11psi....get copper plugs gapped to 0.8...change all filters and fluids if not done already....this should net you around 180kw on a healthy car and keep you amused for a good while you sort out brake and suspension mods and the reliability of the car in general, at some point install a decent intercooler.... after a year or so you should know that the car is reliable and if its worth spending money on, have all its little issues sorted and have a good feel for how to drive it, save about 5k to start with....then you aim to build a 300kw car ( aim for 280-320 its about as far as you can go and maintain some traction, reliabitiy and stay budget friendly) , it will cost over 5k no doubt...but how far over will depend on how handy you are with the spanners
My build with mostly new parts from stock has been less than 10k including clutch, tuning, and alot of custom fabrication...it has enough grunt to keep up with the best of em...i imagine you haven't paid anymore than 10k for an r33 so for under 20k you can have a car that will beat or at least keep up with just about anyone out there.....you will not buy a good GTR of any description for under 20k, that doesn't need more money spent on it and if built right the humble GTST can easily keep up with alot of GTRs out there, you may even beat a few....So don't listen to these haters..as long as you havent bought a lemon..you're on a winner GL