if youre asking about a turbo thats already on your car, there SHOULD be no disadvantage to boosting as early as possible.
but there is always a caveat. on these cars, it has to do with the way open loop is triggered, lean spots in the open loop tune, and the fact that the turbo spools so fast that the torque applied to the trans can make bad things happen.
as long as you take it close-ish to redline (as in higher than 5500, close to 6k) when you shift, youll land in a zone where you dont need to worry. if i was starting from a roll in first, i would just give it the gas and not worry about it. but if youre hovering at 3000 RPM in third, downshift THEN gas it. i would not build boost unless i was over 3800 RPM, or in first gear.
if youre asking in reference to changing turbos, then it all depends on how much you want to spend, whether you want a street/strip/track/autox turbo, etc.