[BeerHerder]

Kinda depends on your budget. If you're 2011, you have pneumatic waste gate, so there's an advantage to doing pure turbo stage 1 without having to worry about the high cost of stage 2, etc. If you already have the turbo off, you could go all the way to stage 2, but then you run into fueling needs, so port injection, high flow / low flow fuel pumps, etc. to support it. Can't really comment on costs, though, except retail price of the turbos. There's one guy that was working with a different turbo manufacturer out of Germany, but I can't recall at the moment. If I find it, I'll link it over here, but you can also look through the N55 engine modification forum section.
FMIC, lots of people do Wagner, VRSF (some report fitment problems), CSF, and ER. Lots of debate on which one is "best" but they're all better than stock.