Hahaha, first off, welcome and congradulations on the purchase of your ER34 GT-T.
There are a few guides out there, but they generally start like this:
Intake (either go Pod or Panel filter). If you're going a pod, then it'd be a good idea to get a heat shield for it (Ashneel on this site sells them for ER34's cheap).
Exhaust (Turbo back, with high flow cat)
ECU/Boost controller (AVC-R/Greddy management or go the hardcore and now super expenssive Power FC for the complete solution for the ECU. Boost controllers can be cheap or super expenssive. You go a manual one like a boostee (or whatever the hell they call them) and you can pick one up easy in the $150. Or you can go expessive and go EBC and get something like an Apexi AVC-R).
Once your here, then you'll be looking at either a Clutch to handle the extra power and maybe a fuel pump.
Thats about as far as most people take a street car and thats relatively a cheap amount of mods (I did all this with about 2k with some forum shopping and street smart).
Good luck mate!