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...
2015 STi: Still Stock
04 STi, 04 WRX: SOLD