before you go doing any upgrades i strongly suggest you do some more research as it appears you have little knowledge about cars. for starters, what you are thinking is an intercooler is simply the condenser for the air condition. every car with aircon has one.
as for your tps wiring, i'm not entirely sure what you mean. can't see what you mean from your pic.
for the o2 sensor, if it's the wires on the sensor side of things that are damaged, just buy a new sensor. if it's on the loom side of the plug then simply cut the wires and rejoin them.
if you want to put a bigger turbo on then you will need bigger injectors, ecu (which you will need to run the bigger injectors), afm, fuel pump, a front mount intercooler, and full turbo back exhaust. plus you need to choose a turbo that will suit your needs/wants. if you go too big then it will be crap to drive on a day to day basis. if you go too small then there isn't much point doing the upgrade.