yesah, if you change turbos you'll want to change intercooler, injectors, pump, and tune (and I'm assuming you have already swapped up/down and maybe intake+catback too)
The stock injectors on the EJ20 are pretty tiny. Some ppl actually get gains with the stocker still there (especially if P&Ped) out of just fuel mods. The stock fuel pump is not going to flow anything larger either so it has to go.
VF39 is a cheap option for turbo swap which is why it's popular. Get some STi guy's used VF39, TMIC, and add in some relatively cheap pinks + a fuel pump and you can turn your stage 2 car into more like an STi stage 2 car. That's the idea anyway.
if you're buying all new stuff, you can spend a bit more money and get a lot more gains out of something with a bigger turbo and a bigger TMIC (or FMIC). Something like a E3-16G with a decent TMIC like perrin comes to mind. Probably about the same hp/$ but then again it is more money so either way is all good depending on how good you are at picking up used STi parts...
04 STi 16G powered lagless fun
04 WRX: SOLD