I am trying to find some information on first steps to take when upgrading. I plan on new intercooler piping and an intake. What else can be done at home that will give me good increased engine horsepower. I want to build correctly from the start and be able to slowly aim for 500HP.

I would suggest just starting with the basic bolt-ons and guages (intake, turbo back, ic piping, 3 port, boost and afr gauges) and then get open sourced tuned. If your not happy with the power and still want 500hp, at least you'll have the fundamental parts installed.

And with an MR 500 HP may be a bit steep. The SST can hold up to maybe 340-350 tq at the wheels before new clutches will be needed to hold the power. If 500 is your goal, find a clean used GSR and go from there. No point in buying new if you are going to replace everything anyway. And a tidbit of advice, don't start adding parts without proper tuning. Be ready to at least get an e-tune from a reputable tuner before you even put on an intake. But as suggested above, intake, turbo back exhaust, 3 port boost controller and a tune will get you above 300 to the wheels.

If you keep the tq in check HP wont matter. At that point (500 hp) you're going to need a block built. The SST can handle that but the stock block cannot, or it will be very sketchy.

and what are some good open source tunes to go with? Just recently read that AP aren't good for MR's? Forgive my newbieness...

You should get in touch with an e-tuner if there isn't anyone in your area that specializes in MR's. Kozmic Motorsports is a great place for MR's. Luckily they are in my town.

Once you get close to 350 WTQ you will need to upgrade your clutch pack it cost's around 2k and you will need to pull or have someone pull your tranny plus ship it to where they do them.If you want more power gains get a GSR the MR you can upgrade it but costwise the GSR is the way to go.I do have a cobb accessport with the AMS STX 300 flash it works ok better than stock but it might have been wiser just to upgrade the Turbo with injectors intake catback etc.The flash only works with a bone stock car.And I do want more power but it aint cheap.