Here's what i would be doing if my skyline was stock:
3 inch exhaust from back of turbo
get a bleed valve and put boost up to 11psi
but if you wanna get a bit more serious (power over 180rwkw), then you'll have to part with the stocko turbo...then once you have a decent turbo (at least one from an RB25), then you have a reason to put on a front mount cooler...
Scott.