I see you're an ex Opel man. welcome to da club. don't forget this months informal meeting. Come along & it will even better to chat.
The first & easiest mods you can do is the exhaust system & filter. This free's up much held back power as the standard one is very restrictive.
I have a full 63mm pipe with an s14 downpipe (straighter then the standard bent one) & a filter. I recommend you go straight to a 76mm exhaust, Front mount intercooler, performance filter.
This alone will free up a couple of KW on the wheels.
Next you can concentrate on the turbo & manifold & some extra boost.
After that I would suggest looking at the computer & & other stuff like, button clutch, lightened fly wheel, stronger engine & gearbox mounts yadda yadda yadda.
We have members here making about 100kw on the wheels & some up to 200KW on the wheels & still iimproving. Have a look at Phinx's low boost article, which is very very good.
Happy motoring & remember, look after your SX as well.