Best of deciding now your ideal power figure,rather than worrying about stages as such,although all of Stavros' info is bang on the money
If it's 450bhp then there's a LOT of stuff you'll need,just a few bits;
Good strong engine,prefereably rebuilt,doesn't necessarily have to be 200 block,contrary to popular belief,although would be better,
modified cylinder head,varying specs depending who you go for,but would need to be ported and run different cams,
larger enough turbo,i'd go GT30,some stick to T4
large enough injectors,guess you'd need 600cc+ for 450bhp
Large RS500 style FMIC,i'd recommend PRO-ALLOY
replace all boost pipes with Silicone items,Roose motorsport seem the best at the moment
Grp A 044 fuel Pump and new wiring to it (weak point on most cossies)
New engine wiring loom (another weakness)
3 bar Map Sensor
Uprated crankcase breather system
then if it's 4x4 you'll be needing STRONG gearbox/diffs cos the crap,2wd will be fine if in decent nick
for track then there's a few companies out there that do decent suspension/bodyshell setup's, Adrenaline,Zoo Motorsport spring to mind...or you could try sourcing WRC or touring car spec bits
probably lots more i'd not thought of but you'll get there