There are two ways:
Stock Turbo:
Boost, EGT, fuel pressure Guages
Intercooler, Saab 900, WRX Old or new Generations
Exhaust- 3" all the way (Turbo back)
Larger fuel pump - Walbro 225Lph
Somesort of fuel-cut denfender
Boost controller - EBC or MBC and boost to 15 psi.
Though with some engine management you wont need a fuel cut defender or a boost controller
That should get you pretty close to 250hp - BUT

that is maxing out the stock turbo, and doing so It probobly won't last very long.
A more costly, though more effective manner may be as follows:
New turbo:
Boost, EGT, fuel pressure Guages
Intercooler, Saab 900, WRX Old or new Generations, or even front mount.
Exhaust- 3" all the way (Turbo back)
Larger fuel pump - Walbro 225Lph
Larger injectors 440cc old WRX side fed ones are good
Somesort of fuel-cut denfender
Boost controller - EBC or MBC
AND a larger turbo - TD05-16G from a early wrx is good, don't bother with the current WRX one, it is only slightly larger than ours. Then there is the whole IHI VF series which I would have to find out more about.
That will get you 250 hp easily without an aftermarket ECU. With one though you'd have a very very powerful engine
Mark,