1) bigger turbo - depending on the power you want, a bigger turbo simply = more power. GT3076r (max 550hp) is the best for a stock engine!
2) better exhaust - on a skyline, the factory exhaust is restrictive, nets you easy power.
3) boost controller - more boost + more power, but you need one of these VVVV at the same time, to make the most of it (see no.4)
4) tuning - nistune or power FC do well on skylines, an important mod if you've got more things to do later on.
5) intercooler - lowers intake temps, colder = denser = more oxygen = more power.
(those 5 things all have to be done together though, you can't do either of those without the other. You can, but this is the best way to do it.