In all honesty I would start with all maintenance and fixing any leaks/issues before you go with bigger turbos.
For Instance in a similar order to this, after maintenance is done and car is running great!
Single pop intake w/ velocity stack
catback
ecu upgrade
test pipes
intercoolers and piping
clutch/flywheel aswell as stuff like rear main, throwout bearing while your in there might aswell, and downpipes all at the same time...
from there its kinda up to you on where you wanna go, be unique ;P
check out
everything-you-need-to-know-about-the-z32-t508376.html if you haven't already that will give you a good starting point, making sure everything is operating together is step #1 and most crucial!