I have a full race manifold, Ptuning downpipe, dump tune and other stuff laying around still...

 

My advice would be to buy as many of the "little" things you can first. The only "big" thing I would say to get first would be EMS. Little things for me are injectors, gauges/wideband, oil cooler kit, oil filter relocation kit,bov, wastegate, intercooler, etc. What I consider "big" things would be EMS, turbo, manifold, downpipe,ic piping, clutch, etc. I try to partner the turbo, manifold, downpipe, and ic piping together so everything if needed can be altered at one setting.

 

I've done it a few times. It costs more than buying a complete kit and is a lot more work. I would only recommend it if you want something that isn't currently on the market.

Tim