So if I do a "homemade" turbo, does that require me to install it?
What kinda of turbos should I look at?
Go with a good, recognized brand name like Garret, Turbonetics, HKS, AirResearch, etc. These guys have been around a long time and know their business. Cheaper "off-brands" may not have the same durability or efficiency as these brands do. Look for a T3, T4, or Hybrid T3/T4.
What type of chips to go with it and how much?
Do a Google search. You'll find that you can spend as much as $1600 for an AEM EMS or you can spend a little for a chip. There are all kinds of options here that you can explore.
How much are intercoolers and what do they do?
Intercoolers are radiator-looking devices that cool your intake charge. Since your turbo runs off of exhaust, there is a lot of heat in your intake charge. Cooler air is denser air and denser air builds more power. So essentially an intercooler increases the efficiency of your turbo by cooling the charge and therefore builds horsepower.
These range in price also, depending on how large of an intercooler you want.
When is it a good idea to think about different headers, and how much would that cost?
You will have to get a turbo manifold or turbo header when you go to a turbo. You don't want to get your exhaust too big if you don't have a turbo, tho. Exhaust systems do not fall under the rule of "bigger is better" with normally aspirated engines.
How much horsepower can I gain from a turbo on an H22a?
Here's a good rule of thumb on that one; Do not exceed 50% total engine output with stock internals. So if you are making 200hp stock, don't push past 300hp without strengthening your internals (forged pistons, rods, etc). If you stay within 50%, you should have no issues (assuming the engine is in good mechanical shape already).
Basicly I will have 2k to play with when I get my taxes back. What would you do?
Honestly, after you price the turbo, wastegate, boost controller, manifold/header, blow-off valve, downpipe, piping, etc. You may find that $2K may not be enough. I could be wrong there, tho.
So from the last post it sounds like I need to get a turbo and a chip that matches it exactly.
Not really. Basically what happens is that your stock ECM allows for some "play" in the fuel map, ignition map, etc, but is not capable of handling the amount of play needed for a turbo. If you get a chip your sensors are going to dictate to the ECM what the needs of the engine are, just as it does now -except that it will be allowed to compensate for the higher output.
Here's a couple of links to sites where you can get some pricing:
http://www.jegs.com
http://www.andysautosport.com
http://www.speedunlimited.com
A Google search will show a lot more places.