As far as aftermarket, power upgrade path for RB20 skyline is:
(~250-280hp not whp)
3in exhaust
Front Mount intercooler
boost controller
nistune/apexi power fc or other engine management.
That is what I have on my car now or is going in soon. Turbos are not to produce more PSI than around 13-14 due to the wheels being weak. I have a turbo back exhaust made up of stuff I bought prefab. Kakimoto cat back, catless downpipe from the UK, and a Tomei turbo elbow.
(280-350hp)
All the above plus:
turbo upgrade (rebuilt R33 turbo is cheapest option) - can be acquired anywhere, kinugawa makes Skyline 6 bolt exhaust housings, they are in the US. Series 1 R33 turbo has smaller housing than S2 and are considered better if you want more response.
Z32 300ZX MAF conversion.
Injectors/fuel pump
recommended upgrades at that point:
ARP head studs
Exhaust Cam gear (properly tuned brings on boost about 500-700rpm earlier with dyno evidence on SAU)
Any power over this people swap in RB25s. RB20 becomes horribly laggy with larger turbos.
At that power level the transmission can become unreliable. R33 unit swaps in with some modding. However plenty of people run them fine on the track, just not launching the car all ridiculous all the time. The engine internals are extremely stout and should have no issues other than high PSI and the head.
All this info is from my reading Skylines Australia for over a year.
http://www.sau.com.au/forums/topic/103095-rb20-turbo-upgrade-all-dyno-results/page-20
There's a good thread on what can be done with the RB20. That is also by far the best Skyline website.
Other items?:
Wheels: you can put 350Z wheels on which I did, R32 and R33 GTR wheels will fit and are forged/lightweight. All are inexpensive. Generally likes +30-+35 offset. Running maximum possible tire with rolled rear fenders which is 235/45/17 on front 255/40/17 rear. You will not fit any more than that without extensive modding. Kumho Ecsta XS on the car.
Suspension: This gets tricky so I haven't done it yet. Stock suspension is fine for now for me it rides and handles far better than any car i've owned including my modded 350z as it sits now so i haven't felt the need to upgrade yet. Whiteline apparently sells sways and the bilstein models that work are listed on the SAU site. All you need then is springs which eibach used to sell but haven't seen them available.
Body: A FMIC will not fit without cutting the bumper. A GTR front bumper will fit but you have to cut the bumper bar or buy a GTR one. A fiber glass gtr replica bumper is made that fits better than a GTR does (gtr one is meant for wide body), as well as others all of which I find tasteless.
Other: Hicas (4 wheel steering) can be removed if it's a problem, it's generally not worth fixing. You need a disabler bar that is readily available. Drifters do this as a upgrade so they are all over. Coils are known to go bad so that is one of the first things to check if the car is running like E36 M3. Other than the car is not known for any issues particular to it. They are generally considered overbuilt and reliable.
Lesson I learned: DO NOT put a lot of electronic accessories on this car. The alternator is very low output and it will cause serious issues. Keep stock clutch fan and don't put subs or any serious audio E36 M3 in. Nissan Quest alternator can be modded to fit to resolve this. GTR one will not.