All the info you could ever need is a click away. Do a few searches.
But put succinctly...
Stage 1 doesn't need any hardware upgrades. Just a healthy car.
Minimum requirement for Stage 2 is a bigger downpipe (usually 3") with either a decat or sport cat. An intake and intercooler upgrade can get the best from Stage 2 software, but they're not necessarily essential.
A 2+ map specifically needs an uprated fuel pump, such as Loba or APR, and it's pretty much a prerequisite that you'll have all the other bolt-ons too; downpipe (ideally full exhaust), intercooler upgrade (S3 IC works well on k03 cars), intake (Revo, Ramair, ITG, VWR etc).
Cost depends on how you piece it together. You'll save a lot if you pick things up second hand.
Use a good mapper. R-Tech, Revo etc. Don't get drawn in by wild BHP claims of a lesser known mapper. If in doubt, ask on here.
My personal experience, with an R-Tech map, is excellent.