Stage 1: ECU upgrade to work with stock everything else (K03 turbo, exhaust, fuel, etc.)
Stage 2: ECU upgrade and cat back exhaust.
Stage 2+: ECU upgrade, cat back exhaust and downpipes.
Stage 3-: K04 turbo upgrade but using K03 based ECU and no additional fuelling (aside from maybe a 5 bar FPR).
Stage 3: K04 turbo upgrade, proper fuelling and Stage 3 ECU upgrade to work with the Stage 3 hardware.
Things like intercoolers, etc. can be added with any of these stages.