Sadly, I'm really not competent enough to do the work myself. One of my mates is an excellent mechanic, so for most parts fitting, i've used him (which has saved me a fortune).
Purchased various parts over the past year and went to stage 2+ level through the various stages. It wasn't quite making the expected Stg2+ power, so I purchased a replacement K03 as JKM said that is was possible that my wastegate may have been cracked - see RedRobins cracked wastegate thread. (it eventually turned out not to be the case). Decided that I wanted a little more, so purchased K04, injectors and all pipework from James on here when a piston ring blew on his BWA.
I wanted a drive-in, drive-out service with the mapping, so I passed the car and the box of parts over to Alex at AKS Tuning. His prices were far better value (imo) than other quotes that I received, and his level of service and support really is second to none (imo)
Tips if I were to do it again? Decide the direction you want from the start - which it seems that you already have.
I've spent money buying various parts (including a K03) which have never been used. (Reminds me that I should put this spare turbo in the classifieds)
Keep an eye on the classifieds here - loads of parts come up for sale all the time, so there are some bargains to be had
I probably wouldn't go for a milltek (as mine suffered really bad from cracks etc) Alex rescued it and made it stronger than standard, and really how it should have left the factory. I've heard that there were good and bad batches of exhaust from them, so quality issues may have been corrected.
From comments and discussions from various tuners, i'd deffo recommend the APR HPFP over internals - just for added piece of mind (imo).
Before others jump all over your power plans, definitely opt for some choice other mods too (arbs, brakes, mounts etc) to get the most out of the car