a couple of things.
you do want to route all of the exhaust gasses thru the turbo.
the oil drain needs to be above the oil level in the pan, it is gravity feed and if it is restricted the oil will drain past the seal in the turbo and cause it to smoke.
a blow off valve is a good idea, if you do not plum it back in to the intake (in front of the turbo) it may cause stalling (it blows off metered air)
you can use tons of stock parts for other cars, audi's, saab, mazda, volvo.
for fuel enrichment you can do a couple of things
1. replace ecu with aftermarket ie, haltech, motec, lots of wiring
2. buy a piggy back fuel computer like the apex-i super afc
http://www.apexi-usa.com/electronics_safc.asp
it allows you to change the fuel curve +/- 50% at eight points
3. a rising rate fuel pressure regulator, this simply raises fuel pressure "faster" than the stock one. instead of 1/1 it is 2/1
i dont know enough about the stock ecu/injection to say what is best it might have enough capacity that you dont need anything

mike