obviously the STI (I'm assuming your talking about a JDM EJ20 rather than the EJ25t from the U.S. STI) convo is the most expensive but will also weild the best results and tuning will be easily available and effective. Turboing the stock engine will turn some good results but not as good reliability and expanding after the turbo will cost more than an EJ20. Pulley and headers will give you a nice gain, but not even close to the other options and is proportionatly higher

 

If you are considering turbocharging hold off on the other mods.
but if you are goin for na go for the headers or even better, cams.

 

I'd find a shop to do the swap (unless you were planning on doing it yourself) to investigate total cost. I'm guessing that in the long run you'd save money to swap then to turbo.

 

turbocharging the stock engine wouldn't be as reliable, then going na or getting a engine swap.
best headers are the equal length headers, they give you the most hp but they are expensive like cobb, techworkengi, or brullen. The cheapest one is mrt header. if your goin to buy headers do some research on these about the quality, hp gain, reliablility etc.
for pullies get like the GFB pully