There is a container load of information here, you'll have to spend the time researching as basically every question you have has been dealt with before. Check out the DYI section for how-to's. I recommend keeping the car as is (including the 5 psi boost) until you have some parts cobbled together to do (e.g. boosting the car which involves a bunch of parts).
Suspension wise, depends heavily on intended use of car. Street car, I'd go with MCA or similar, or even good dampers (e.g. KONI) and springs. Join Skyline parts Facebook groups, and keep an eye out here (in the for sale section) for parts including wheels and tyres, as mentioned already. The good thing about the R33 is we had heaps of them here and parts should be available.
Ran your VIN through here: http://gtr-registry.com/en-ecr33-vin-table.php
ECR33-061406
GGKBRTFR33VDAMUJD-
GTS25t Type M (Series 1.5)
1995-08
KL0 Spark Silver Metallic
(1G) 2 Door Coupe; (2GK + 11V) RB25DET; (4B) 2WD HICAS; (7F) 5 Speed Manual; (14M) Electric Glass Sunroof; (15U) Large Rear Spoiler + Aero Form Bumper + Rear Wiper (Aero Selection); (16J) GTS25T Type M; (17D) No Audio