I agree the kid should have searched first, but I really don't see the need to flame him THAT bad. I thought the whole reason for NICO being here was to share information with other people with like interests so they can get the most out of what they enjoy...
The KA24DE is a great engine, even though most people who read all the JDM Tyte magazines will tell you it's a worthless truck engine. People just got into turboing it, and it's stock bottom end has been proven to hold up to 400+hp. As far as I know, the most powerful KA is the one built by Phat KA-T, making 638hp. There are more turbo kits becoming available, but it is not hard to buy all the parts from different places and put together your own kit.
If you want to stay naturally aspirated you can just add intake, exhaust, pulleys, cams, etc. If you want even more power, you can buy or make your own individual throttle bodies, do some headwork, and all that good stuff.
If you don't like the KA, there are a couple popular swaps that people have done. The most popular are the SR20DET, all the RB engines, and the CA18DET. I named the most popular, quite a few people have done some extreme swaps though - RB26DETT, 406ci Chevy, LS1, etc.
With the power, you will need to upgrade the drivetrain and suspension also. Different flywheels, clutches, differentials, coilovers, shocks and springs, big brake kits, etc...research them and you will know what you want/need.
Best thing to do is come up with a plan and put the research into what you want. Figure out if you just want a strong daily driver, or maybe you want to build a track car. Only put your money into what you want in the long run - don't go buying a set of ITB's if in the future you plan on buying a IAP turbo kit. If you just got the car, get all the routine maintenance out of the way before you get into performance parts. That way the car is in it's best shape before you throw more power at it.
PS - Welcome to NICO. The search button will be your best friend for your first few months, and check out
http://www.240sx.org/faq/