IME the biggest mistake most newbie turbo owners make is
1> not having a fire extinguisher in the vehicle at all times, small leaks that pose no problem otherwise become big issues with the heat from turbos
2> consult your tuner prior to purchasing your injectors / maf, most folks tend to undersize these 2 aspects of the engine
3> suspension!! power doesn't do you much good if you can't put it to the ground
4> have idealistic goals with your vehicle according to your wallet, we all want unlimited power but getting there safely isn't cheap
this link will give you some good tidbits of info
http://info.efidynotuning.com/pre.htm