QUiKSR20 is right.
Lets start with a basic list.
$900 SR20DET with Turbo (T25, Manifold, Injectors)
$50 - New fuel rail (yours will be bent)
$0-100 - Replacing the dented oil pan, can some times beat it out
$100 - New Seals, Spark Plug Wires, Distro Cap, Rotor, BKR7E spark plugs
$100-200 - Downpipe for turbo
$200-400 - 2.5" to 3" exhaust
$100 - Walbro 255lph Fuel Pump
$100 - FMIC
$100 - Intercooler Piping
$100 - Couplers, t-bolt clamps, etc.
$100-$550 - ECU: NismoTronic & Nemu, Calum Basic, Calum Real Time, Nistune, oem SR20DET
$70 - Prothane Motor Mounts (or you will have major wheel hop that kills our transmissions).
$300 - Clutch/Pressure plate/throwout bearing
$0-100 - MAF (OEM maf good for 250whp).
$100 - New fluids, Engine Oil, Coolant, GL4 Gear Oil ($10 per bottle usually), Power steering fluid.
$100 - New Brakes, would be stupid not to upgrade your brakes with so much more horsepower.
$100-$300 - Gauges: Boost, Oil PSI, Wideband
$200 - New Quality Slim Fans (SPAL), unless you can squeeze stock fans in!
New suspension is highly suggested, stiffer suspension can help overcome wheel hop too.
At the end of the day though, expect a big grin on your face because your car turned from something slow to something fairly fast and fun to drive.
EDIT: We've been getting these questions a lot, so here is a new thread with all of the part's needed:
http://www.sr20-forum.com/turbo/51164-so-you-want-go-turbo-parts-price-list.html