if your car sits outside it would be easy for anyone to walk by and steal the turbo. i myself have always been curious about them (when the kit with upgrades was under 4k). once you start to upgrade your kit you will be spending just as much as any other kit. GMR's single turbo kit tuned and installed is $5400
edit:
Electronic 15 psi Boost Controller - $165
tunning - $500
and blow off valve. - $110
plus install - it calls for 8 hours