I know this topic has been discussed before so be patient with me. I'm trying to make moderate gains on a moderate budget. I spoke to a tuner and i was told to do the following things in this order.

1)mbc and gauge
2)fuel pump
3)660 injectors (optional)
4)SAFC only if i get cams.
5)tune

2005 Evo GSR

 

1) test pipe
2) Dynoflash

 

That is not a recommended list of mods.

1) Yes, should have a gauge before ever adding an exhaust
2) Yes for the increased boost
3) Hell no, not on the stock turbo and especially not now at very low power levels
4) Worst possible tuning device with the least abilities and has nothing to do with cams. If you didn't get cams you still need a tune, and if you added 660 injectors without a tune, that would be sheer lunacy. Get a flash and rock out. Cams are great, too...
5) 4 was already referring to tuning - that's what an SAFC does.

The downpipe does nothing with the stock cat in place, so you need to replace that, get the mbc/gauge, get a bov (recirculating only), a fuel pump, then a flash from the tuner of your choice. After that is cams, LICP, o2 housing, ported manifold, and a reflash.