The horsepower gain would be dependant on the psi you run.
You'd run into weak internals way before you'd even reach the level where the stock WRX turbo is efficent. A smaller turbo or better one would do better with a low boost setup from what I've heard.
"Safe" level of boost is ussually like 6psi for a daily driver, but I think some people have ran like 8-10 with stock internals with race gas and some pretty serious tuning. If you want to run higher boost you're going to need forged internals (pistons, rods, crankshaft)
The installation cost is hard to say it really depends on the shop. In some area's there are clubs that do installs for people sometimes, but its a big project. They might be able to do it for sometime similar in cost but also let you be more hands on than a normal shop.
If you're going for using the stock WRX uppipe and downpipe you're going to need a tubro crossmember either from a WRX or an old turbo Subaru (like a Legacy) OR you can go the route and have some custom fabricated for you. OR try to buy them from someone like subachad or one of the companies that sells Turbo kits for our cars
One thing you totally missed which is a large portion of the cost is engine management. They make a variety of stand alone units and piggyback ones aswell. A popular one amongst RS-T owners seems to be the LINK system, which ones in both a plug and play and hard wire type. I haven't used one myself but I have played with some other ECU's like Turbo XS' Utec (which wouldn't work for an RS... its designed for WRXs)
I myself don't drive a RS-T (yet) but I figured I'd try to give what input I could and what I have learned. Read around on these boards alot, aswell as on the 'Other Boards' that's how I learned... Not saying its not fine to ask questions too but you can find alot of this information in other threads.
Good luck with your turbo project. I hope mine accually takes form once I get some money...
:biggest: