It's a bit like asking how long a piece of string is, really.. But here's a list to get you started:
Two turbos (£5-800 each)
Two new exhaust manifolds (I was quoted some £1000 for a single custom tubular manifold, recently)
Two new downpipes
Engine management
Probably larger fuel injectors
Possibly a fuel rail to suit if you can't find VX fitment injectors that are bigger
If you're happy with low boost you might be able to keep the stock compression ratio, crank & rods - depends quite how chocolate they are (for example, on the 1ZZFE in my other car, I kept stock pistons, rods and crank and as long as I stay below 300bhp they'll hold fine - that's double stock power..).
If you're going to split the engine and start replacing rods etc then you may as well drop forged custom pistons in there (JE or Cosworth will make them up to any specification you require)
How deep is your wallet? It cost me some £3k for the basic setup on the 4-pot MR2, and you have an extra turbo and manifold to worry about..