How much experience do you have fabricating parts and tuning engines? How strong are you on turbocharger theory? I'm asking because a sequential turbo setup is more complicated than it seems. I would suggest going with one turbo to begin with. Something like a Holden HX40 would be a good place to start, they're cheap and cores can be found in pretty much any diesel repair place.
You'll need upgraded injectors, some sort of standalone engine management (e.g. Megasquirt), and probably an upgraded fuel pump to begin with. Then you need to make a turbo manifold or switch to an older one-outlet manifold with a J-pipe, since you have the EFI manifolds. Of course various pipes and tubes and such for the intercooler and the rest of the intake tract. Also, other things I didn't mention.
But go for it though. Have fun and learn something.