Well, first off, how many miles are on the engine? I'd definitely do a compression test and a compression leakdown test first, and if the compression test is down by more than 5%, or the leakdown test more than 2-5%, I'd rebuild the engine. Also, a good tune-up would be a safe precaution as well, along with an upgraded coil for more spark. Depending on the kit you have, it might or might not have the fuel system components other people mentioned, but what most of them don't come with is a new fuel pump. Upgrade that for sure, the last thing you need is a weak pump that can't supply enough fuel, and your engine go lean and blow up. A boost gauge and fuel pressure gauge can help monitor those things. As for the wideband O2, it's expensive and useful, but unnecessary. If you get the car dyno tuned, which you should, they will attach a wideband for you for the tuning, so that would be another $400-500 wasted that the shop will do. If you want to be able to tune it yourself on the road, an EGT (Exhaust Gas Temperature) gauge will be just as useful and 1/2 the price. Too low of a temperature and it's running rich, too high and it's lean. Also, if the clutch is old, I'd suggest getting an upgraded one for safety.
what engine do you have? b18b or b18c1?
what is your overall goal with your car? little extra HP for zipping around town in or a track warrior?
have a specific horse power goal?
what turbo are you looking at getting?
how old and how beat up is your engine?
what's your price limit?
are you willing to crack apart and rebuild your engine yourself or do you have someone that can do so within your budget?
it really depends on those questions...if you're running a small turbo with low boost you shouldnt have to do anything other than getting an appropriately tuned FMU or getting a tune. if you're looking to build a 400hp beast, you're going to need to do a lot of work. it ranges inbetween that but if you answer those questions i can help you out better.