the 200SX turbo isn't that small... It's a T28 sized item, and even a smaller turbo adds a tremendous amount of power and torque...
The 200SX is also a much lighter car than the R33 Skyline too.
If those are the two cars you've decided you're looking at, I can tell you this:
The 200SX beats the R33 GTS in EVERY aspect. Handling, power, braking, driveability. Also, being a locally sold car, the 200SX's insurance doesn't fall under the "grey import" category that insurance companies hate, so the difference between that and the R33 GTS shouldn't be that much.