Engine (low comp forged pistons, gasket spacer plate, 8v block 16v head??. lots of options here to reduce comp ratio). Turbo manifold and turbocharger (prices vary as does quality, you can buy a new chinese turbo on ebay for 200 although it may not last long). Exhaust downpipe/exhaust (can fabricate yourself quite easily with a welder and some pipe bends). Injectors and fuel rail (which is needed to convert the KR to EFI). Engine management. Boost pipes? intercooler? charge cooler? Uprated water cooling? Uprated oil cooling? You will also need to plumb oil and possibly water feeds/returns to/from the turbo. There are so many options available to you, this is what makes turbocharging an engine such a great project.
Audi S2 piston/rods are a cheap solution for a KR engine. You can also use the S2 exhaust manifold if you weld off the 5 cilinder. Or use a 2E block with a 16v head, it supossed to give the right compression and its forged pistons/rods/crank.
