ok for my truck (94 turbo idi) we installed a kit that I believe ATS makes which is a new turbo housing and eliminated the pancaked down pipe( for turboed models). That combined with turning up the pump, homemade intake and straight piped exhaust( little side note, I originally went with 3'' all the way through but I changed my mind and right after the down pipe I flanged it to 4''- it sounded way better and gave me more millage), i mean enormous difference with my truck.
sumary of mods for 94 Tidi-
Ats turbo upgrade kit(turbo housing, new down pipe)
Turned up pump( running around 13psi)
Straight piped 4"
Home made intake
Converter Lock up switch.
Three gauge pillar with Isspro gauges(pryo,boost,trans temp)
Re-built E40d with shift kit.