Welcome to the MR2 world
First off, 160K miles is not bad. I bought "Hyde" at 180,000K and got 4 race seasons out of
him and he is also aquamarine!
Shaft play is not something you hear, it's something you feel. The only way you could hear it is if it was so bad that the compressor blades were rubbing on the actual housing and then you would be dealing with metal shavings going into your engine.
Your coolant leak may be the HFH (hose from hell). If that is leaking, I would be concerned that it will totally fail. That would cause you a major inconvenience depending on where you are.
Before modding, I would suggest doing some basic stuff:
new TOYOTA cap, rotor and wires. Get yourself some factory platinum plugs to start with.
A new air and fuel filter and, of course, an oil change.
Getting the car running good proper before you start modding.
From there, when you are ready to mod, read this link:
http://www.mrcontrols.com/primers/power.htm
As for the things you listed that you wanted:
*A downpipe will come with a turbo kit
*An intercooler is a great idea, but intake and exhaust should be first
*A BOV is a terrible idea ... keep the factory valve as it offers the best performance.
If you haven't found it already, you might want to chec kout:
www.mr2oc.com
Good luck and happy boosting!