To get to stage 2+ for me, I've spent under £4000 as I've been attacking forum classifieds and eBay. I keep a spreadsheet of all the costs so far so I can track exactly how much I've spent (sad, but I do love a good spread sheet).
Factoring in the suspension and brake upgrades I'm lining up, that's another £1500 approximately so total spend will be about £5500. I don't have labour costs so far as everything bar the exhaust and remaps (had free fitting though) have been done myself which saves a fair amount of cash.
End of the day, if you're patient and realistic you can save a shed load of cash but it does require a fair amount of time continuously searching for the bargains. Best one for me so far was the APR intercooler, £960 RRP but I bagged it delivered for £550!