Most of it is covered above, but I'll add (or recap) what little I can.
Exhaust + Intake (pods need a permit, and a partition to work well), to relieve pressure on the system.
Boost controller. Get a few more precious psi's from your car.
Fuel controller. Usually, when upping the boost, the stock ECU likes to overfuel. An APEXi S-AFC ($600 new, $350 on ebay).
Suspension. Most Jap cars aren't tuned for Australian roads. Consider new springs/shocks if the ones on the car are a bit old, or if not, try a Whiteline handling pack, or even the sports pack if indeed your shocks are screwed.
Those are just the basics. Once your comfortable with the above (say, ~40kW gain?), get yourself a FMIC (front-mount intercooler), your turbo 'high-flowed' (essentially, made larger inside as to flow more air/exhaust); rebuilt (or replaced with a better item), a new ECU (APEXi Power FC, Wolf3d, etc.). Don't neglect brakes, either. Decent pads are first up, but a GT-R brake transplant is advised (or a kit from DBA) once you start getting serious.
Insurance can be tricky. Most companies won't touch you. Try Justcar; you can get an online quote.
Anyway, have fun in your new ride. Drive safe.