1. Already answered
2. No you do not, in fact its recommended not to change the stock wastegate at all, unless its needing repair. Read this:
http://www.jekylhyderacing.com/bov.htm
3. Nope
4. The Apexi Intake is proven to show the highest gains (which arent much over others) and the MOST filtration. But the K&N and HKS are carb legal.
5. A full exhaust system with downpipe would be smart. Best on the market for the MR2 Turbo is KO Racing's TKO Exhaust.
As recommended, please go to the MR2OC 3S-GTE MKII section and read the thread called "Turbo Dont's"