Yes, you always need a fuel pressure regulator. I would highly suggest actually tuning your car instead of bandaiding it with a FMU. Search Hondata or VAFC on the forums and read about 'em a bit.

There's no cookiecutter solution for tuning your car. Every car is different, every turbo system is different. You're at different altitudes, using different fuels at different temperatures. Your ignition retard should be based on what's needed to minimize your knock... if you overdo it you'll end up with poor performance.