Are you buying the turbo or the turbo kit.
if you have bought the kit it will come with; turbo, oil and water lines, hks dump pipe (will bolt upto the stock setup, same length as the stock dump pipe), intake pipe and air filter, small elbow that connects the turbo to the intercooler piping and hks heat shield.
so you don't need anything at all.
but if you just bought the turbo itself you will need to have a dump pipe made up as the flange on the turbo is a one off design by hks and very difference to the stock design.
you won't need oil and water lines as the stock lines will boltup to the turbo, you will need to fab up an elbow to connect the turbo to ic piping. also fab. up a intake pipe as the stock one won't fit.
NOTE: THERE IS NO NEED FOR A Turbo -> Dump GASKET! HKS has design the turbo and dump pipe so you do not need a gasket, i have been runnning mine for 2years now without gasket and it is perfect (note i got incontact with hks in japan, from the help of a person there and they told us you do not need a gasket)
The turbo only comes in one size in the kit, but if you just buy the turbo by itself you can pick the rear housing size.