Alright, so here's some of the basics. To add a turbo to a naturally aspirated car you need to complement it with a variety of other goodies to make sure your car's engine doesn't explode. A basic turbo system should include the turbocharger, oil feed and drain lines for the turbo, coolant feed and drain lines for the turbo (if your turbo happens to be watercooled as well), a turbo manifold, some kinda of exhaust piping to get all those lovely chemicals out from your car, intake piping for the turbo, piping for the compressed air between the turbo and intake manifold, a rising rate (auxilliary) fuel pressure regulator to increase the fuel pressure when you're in boost so you don't run lean, and some sort of timing control. Other cool little doodads are a boost gauge so you can see how much PSI you're running then go brag to your friends, and a blowoff or recirculation valve. Since the idea here is to retain the stock ECU, we will be using a AFPR to mechanically raise the fuel pressure across the fuel rail (shhh, the ECU won't know a thing). Then the Bipes timing controller will intercept and alter the CAS signal to the ECU to control your engine timing based on RPMs, intake air temp, and airflow. A Bosch recirculating bypass valve was also purchased because the engine likes to stall when meter air is just vented to the atmosphere. However, the Bosch recirc. valve will not be needed because the turbocharge has an integrated recirculation valve. Nearly all of my parts were purchased second hand off of eBay because it's ultra cheap.
This is an older style Cartech/BEGI adjustable auxilliary fuel pressure regulator. What this thing allows me to do is adjust the base fuel pressure across the fuel rail using the hex screw at the top-middle, and then adjust the rise in fuel pressure with the bleed off needle valve (please note a check valve will need to be placed on the bleed off so that air isn't sucked in under manifold vacuum). The AFPR hooks up after the stock fuel pressure regulator, but before the fuel return line. A vacuum/boost source hose will need to be hooked up to the brass fitting on top of the AFPR so that it can adjust the fuel pressure accordingly. This AFPR also came with a pressure gauge fitted onto the fuel inlet, however it was not used because the quality is sub-par and the gauge is hardly readable.
Autometer boost gauge, also picked up off of eBay for ~20$. It comes complete with some weird aluminum bracket thing, vacuum/boost line with fittings, and a backlight with wiring. My plan is to mount it in the driver's side air conditioning vent and run the lines accordingly. The light bulb wiring was simply hooked up to the in dash dimmer switch right next to it. The vacuum/boost source was run through a rubber grommet in the firewall and connected to a source line off of a tee.
Here's a Bipes Timing Control Unit, purchased from BRPerformance for about 200$. It's a pretty simple install, all you do is tap a couple signal lines at the ECU and put it in-between the CAS signal and the ECU. Setting it up isn't too bad either, it comes with a nice reference card and all you do is change a couple DIP switches on the back to control all the different features. This thing will allow me to run 14 degrees timing until I hit a certain RPM range and airflow, then it'll retard the timing to prevent pinging.
The turbo manifold. The kit was from and runs about 150. They let you choose your exhaust flange and turbo flange from their wide variety. It takes a little work to weld together, but with a tig and a plasma cutter it can be done in no time. I also ported the manifold a little (I didn't have an exhaust manifold gasket with me) with a die grinder and smoothed out the insides.
Here's another eBay good: aBosch blow off valve. It was originally intended to be used as a recirculating valve, but ended up not being used at all because the turbo has an integrated bypass valve. It has 3/4'' inlet and outlet and an 1/8'' vacuum/boost signal line. It also has some mystery electrical connector, and no one knows what it does, but it functions perfectly fine without it.
Some heat shield material, off of eBay of course. 12$ for this gigantic roll, and it could be used for whatever heat shielding was needed.
Note that most of the following was purchased as a "kit" off of eBay from a reputable salvage seller (G-Pop Superchargers and Turbochargers). All of this came off of a Volvo 740.
2.25'' downpipe flange, small flex pipe section, o2 bung, and 4 wire oxygen sensor. Nothing special here, it's convenient that I'll have a downpipe flange and a little bit of piping to work with so I won't have to source it from some place else for an extra cost (*cough* 20$ *cough*)
Here we got some aluminum intercooler piping in some crazy bends. It's 2'' diameter, so it'll go great with my IC piping. It also came with a couple couplers as seen in the picture, 2 of which connected directly to the turbo, another convenience factor. Nothing special with all those hose clamps.
The Volvo factory steel oil feed/drain and coolant feed/drain hard lines with banjo bolts. Notice how the coolant lines are all white and need some cleaning :-/ Also notice that the universal oil drain flange. Hex bolts, drain gasket, and copper sealing washers were also included.
FM stainless steel oil feed kit for the 1.6l engine cause banjo bolts just don't cut it for the oil feed and drain. I also had to purchase a metric -> an fitting from Indy Earls for the turbo so that I could connect the an 90 deg. elbow to the turbo.
Here we got the FM oil drain kit. It includes a fitting to drill and tap your oil pan, a 3/8'' ID hose for the oil drain, and 2 clamps. Drilling and tapping the oil pan isn't rocket science, just take your time, measure twice cut once, and drain your oil afterwards and you'll be good.

Here's the goods, drum roll please, a Mitsubishi TD04HL-15G turbocharger. It features and integrated adjustable wastegate, it's oil and water cooled, a T3 bolt pattern turbine flange, 3 bolt downpipe flange, and a recirculating bypass valve integrated into the compressor. The compressor inlet is 2.5'' and the outlet is 2'', nice and standard with no weird/special flanged needed to bolt on. The biggest problem with this turbo is the rounded turbine flange. The circle is larger than the standard T3 flange, so getting this thing to seal nicely is going to be tough.

A Saab 900 aluminum air-air intercooler with aluminum piping. It's a pretty thick core, I don't know the exact measurements off hand, and it's got a 2.25'' inlet and outlet, which would be hard to hook up to regular piping, but fortunately I got the two 2.25'' to 2'' couplers that came with it. The elbow near the bottom of the picture is 2 inches in diameter with a sharp 90 degree bend while the other is 2'' on one side and 2.5'' on the other, perfect for fitting up to the 2.5'' throttle body on the miata.
And some shots of the turbo sitting on top of the manifold...mmm...turbo