Big special thanks to Pete for making this grocery list!
Anyone can build a custom turbo kit for just about $1000. Here is a list of things you can buy on eBay and or other sites to complete your kit.

Cast Turbo Manifold. The MOST this should cost used (on eBay) for about 100$.

Turbocharger with internal Wastegate. DSM T-25 turbos are very popular, and can be obtained for cheap, eBay again. Used @ $125 (or cheaper)

You will need an Oil Line kit. Stealth mode makes a great kit. New they cost 85$ from
www.tunertoys.com

You will also want to run an intercooler. The ssautochrome ones are fine. $200 Shipped on eBay.

You will need a down pipe. A local muffler shop can fabricate one for about $100.

A blow off valve is a good thing to have. $40 for a DSM, with flange.

Were going to need charge/intercooler pipes. $200 on eBay.

Your turbo has an internal wastegate, however getting a boost controller is a good idea. Manual ones can be picked up for $50 or less on eBay.

Now we need fuel management. This is where the real money comes in.

A missing link and boost reliant FMU and a missing link can be purchase for $160 on eBay. These will be fine for temporary use, but I highly recommend getting a dyno tune, and having your ECU chipped and tuned with Uberdata, Chrome, Turbo-edit, or Neptune. These can all be obtained thru a professional tuner.
Add another 50$ for couplers, and miscellaneous nuts and bolts and JB weld.
Manifold = $100
Turbo = $125
Oil Kit = $85
Intercooler = $200
Downpipe = $100
BOV = $40
Piping = $200
Boost Controller = $50
FMU/Missing Link = $160
Misc = $50
Grand total = $1100. Remember, you can always find better prices, just depends what time you look for a specific item.