hey mate welcome to the forum!
if you hit the search button up top right hand corner and type in what you are looking for info on you will find everything you need to know! been discussed between members heaps of times. best way to go with the cooler would be to use it and get yourself a piping kit to suit an r33. Best mods on budget go: full exhaust from turbo back,hi flow cat, cooler, boost controller, intake and ecu remap or computer to run the show and you should be looking at somewhere around 200rwkw give or take.
hope this helps
brett