This was discussed a while back, read through this thread to find a few answers:
http://www.mazdamp3.com/vbb225/showthread.php?s=&threadid=12326&highlight=priceless
Here is a little info on what would be needed.
Lets see, ballpark figure...
Turbo kit - $4000 You could build your own or go with SPOOL, either way expect to spend around this for a good setup.
Forged Internals - $1300 JE Pistons $580 Pauter rods $720 Should hold 20 psi with proper tuning.
Engine Management - $1500 Spool should have this out soon
LSD - $1400 Quaife
Clutch - $300 I would contact Clutchnet and have one made, Kevlar disc
Head Gasket - ??? Would have to get one made
Fuel system - $700 High flow pump, lines, rail, injectors will probably be included in spool's standalone
Tranny
Since no one has pushed the limit we don't know how much the stock can hold. I think it will hold 300 HP as long as you are easy on it. Stronger gear sets are made by Tripoint, so you could go with that.
They are ~800 a set if I am not mistaken and there are 3 sets, so thats $2400 in tranny upgrades.
That is $11,600, not including labor. Very rough estimate, but should be close. You would also need gauges and dyno time and alot of little s***.
So $15,000 would not be far from the cost. Most of the parts are available. Forged internals are available.