Heres a list for ya. I wrote this as I was learning about turbing the KA.
turboturbo exhaust manifoldwastegate (if turbo doesnt have internal wastegate swing valve housing)
downpipe (connects turbo outlet to cat/test pipe)-turbo outlet flange-piping-fittings (O2, wideband O2, EGT)-wastegate return pipe (from wastegate outlet to downpipe)--external wastegate onlytest pipe (takes place of cat, connects downpipe to catback exhaust)catback exhaust (mandrel bent)-piping-muffler
larger injectorshigh flow fuel pumpfuel management (piggyback, retuned ECU [JWT, Enthalpy, Bikirom])ignition management (timing retard control)--over 8 psi
intercooler (front mount)-IC piping (mandrel bent)-silicon hose couplers and transitions
BOV (with flange of same material as IC piping)
oil supply kit-oil pan bung-braided oil lines-oil line fittings-'T' fittings
water/coolant supply kit--watercooled turbo only
gauges-boost-oil pressure-oil temp-water temp-EGT
intake piping (mandrel bent)cone filter
gaskets-exhaust manifold-turbo flange-wastegate
vacuum hoses (silicone or rubber)-'T' fittings
clutchflywheel
Be sure to overbuild your setup so you can turn up the boost WHEN you get the itch. 550cc injectors should be good for nearly 350whp so I'd suggest those. Deatschwerks.com sells hi flow top feed injectors that fit into your existing rail.
Your stock MAF cant read more than 250whp worth of air, so look into the Maxima (N60) or 300ZX (N62) MAF.
You dont need forged internals for 250-350whp, better if youre rebuilding anyway, it might be worth the extra cost. Detonation is the turbo motor's worst enemy. So read up on what it is and how to avoid it.
Our sponsor turbo240.com should be releasing a kit soon, so keep an eye out for that. In the mean time, Ive heard great things about JGS's kits and service
http://www.jgsturbo.com .
I learned 99% of what I know from NICO. Granted I still dont have a turbo KA, but these guys are the best...