Well, I did my own custom turbo setup on my RS. I went the Legacy route, which consists of using various turbo parts from a 1992-1994 Legacy Turbo Sedan. Also, many of these same parts can be found on the WRX.
A good place to start if your looking to do a custom turbo setup is
www.nothingserious.net. This is stimpy's homepage, and it gives a good outline of what needs to be done for a Legacy setup on an RS. You'll find a comprehensive parts page and where to buy them from.
My personal opinion is this: custom is the ONLY way to go. First off, no one else will have the exact same setup as you. And second, you know EVERY little detail about your car because YOU did it yourself, not some company out of a garage.
To give you a run down, my car was down for three weeks during for the install, I had the car towed on two different occasions, one being back from the shop where I had access to a lift (this could be optional). This was my first dealing with ANY kind of turbo system, so it took me a while, but I got the job done and my car is awesome! Lots of little problems you will run into take more time than expected, on top of many many trips to the hardware store.
Parts List:
Legacy RHB5 turbo (oil and water cooler) VF-10
WRX turbo-back exhaust (Stromung muffler)
Legacy Turbo uppipe, exhaust manifold.
Legacy turbo crossmember, and waterpump.
WRX front swaybar.
RalliSpec TMIC.
GReddy BOV.
Vortech RRFPR.
J&S Safeguard and Apex S-ITC.
ACT Street Clutch.
GReddy 52mm Boost, EGT, Fuel Press.
Custom intake and charge piping.
Like I said, lots of stuff can be adapted from other turbo Subaru's. If you do decide this route, it will lots of fun, and a huge learning experience. Please ask lots of questions if you have any, I get excited when someone wants to do a custom setup, there's not many of us around......
Here's a pic: