I did it relatively cheaply. I bought a wrecked Miata from the salvage auction for $1,800. It had a little over 18k miles on it. I parted it out, kept the engine and transmission and few other items then sold off the parts. I recovered my investment, had a free engine and transmission and around $1,500 pure profit which went into the car. This worked out so well I bought another Miata and did the same thing. I now have an engine and transmission sitting in the shop for use if one or the other should fail.
I bought a used Link ECU for $450 which came with a set of 550cc RC injectors. I bought a new turbo for my Miata and moved the old one to the Caterham. A turbo manifold from FM cost about $400. The intercooler cost about $300 and I fabricated the plumbing from exhaust tubing and Samco hoses. The only other major expense was a little over $1,000 for a custom built stainless steel exhaust system.
The nitty gritty details are here: http://www.cardomain.com/ride/636168/1992-mazda-miata-mx-5/page-10
The finished product is in the link in the sig line below
I did 95% of the work myself farming out the exhaust, motor mounts and machine work on the transmission.
If you want to talk about it, PM me your phone number and a good time to reach you.