if you're going to piece together your own kit, you'll want to go smaller on the turbo. something like a td04 and stock intercooler off an older wrx can be had dirt cheap and it will spool very quickly, giving you lots of power down low where a jeep needs it. i don't think there are any turbo exhaust manifolds out there for the jeep, so you'll probably have to fab one, along with all the piping. then there's upgrading the fuel system and tuning. it can probably be done for a few grand depending on how much work you can do yourself.
supercharging is probably easier, but turbos are just cooler in my book.