bwilkeson is on the money about the Hybrid dual stage boost controller. I have one (in my S15) and they are excellent (especially value for money-wise) - www.flynperformance.com.au had an ad on ns.com selling these for around $200, which is an absolute steal. I think normal price is around $300.
OR there is/was a guy on SAU that sells a bleed-valve type (not really a bleed valve as such) setup for only $35 .... not sure if he is still around or not - I think Joel has been using one, and I am going to put one on the R34 once it's on the road. It also eliminates wastegate creep, so will reduce lag (in theory anyhow).
I just bought a 3" high flow XForce cat off Ebay for just under $150 delivered, otherwise BATMBL (Bos Imports) sells the same unit for around $180 + delivery. The Magic Cats advertised on ns.com are far better at nearly twice the flow rate, but are around $420 + delivery.
If you are stuffing around with your exhaust anyhow you should invest in a front/dump pipe (if you haven't got one already) from BATMBL - I just bought a segregated wastegate one for $420, but I think he does a single pipe version for $270 also. Well worth the money, and a good power increase.
I have had my car worked on by Tilbrooks, Morpowa and Turbo Tune - all of whom I can recommend. Beware though, when it comes to anything mechanical on a high performance car, you can double whatever you think it is going to cost.