We've made a list on the Danish Cosworth forum. The different stages to Ford Sierra Cosworth 2wd/4wd includes the following:

stage 1 (255-270 bhp)
- chip
- -31 actuator
- 15 psi

stage 2 (270-300 bhp)
- chip
- -31 actuator
- 3bar map sensor
- #803 BOSCH
- 18 psi

stage 3 (300-330 bhp)
- chip
- -31 actuator
- 3bar map sensor
- #803 BOSCH
- 25/21 psi
- Mongoose zorst
- RS500 intercooler (on 2wd Sierra Cosworth)
- T34/T35 turbo

Extras to stage 3 due to durability
- grp. A headgasket
- grp. A fuel pump
- SAMCO hoses

Cheers
Thomas Krath