Intercooler

Installed it and ... ooops, it rubbed against the radiator.  After a bit of trial and error I decided to drill a new hole in the aluminum spacer with which it is fixed to the hood lock.  The original hole is off center, but I drilled a new one nearly in the middle.  Fits perfect now.  Maybe Corky should drill 2 or 3 holes in it for better adjustment.  If I may give you some good advice, buy new hose clamps for the IC tubes.  I managed to overtorque most of them. They're all one size too small.  So use whatever you can and complete with bigger ones.

It took me a while to figure out how all the tubes and hoses had to be placed.  The drawing in the manual isn't very clear.  Don't tighten them immediately, make sure they are nicely aligned first.  Take your time for this and make sure they don't touch the crank pulley.

Blowoff valve

Installation of the Mitsubishi blowoff valve was a bit tricky.  There should be a picture in the manual about this.  The signal line goes down and points to the front of the engine.  You have to fuzz a bit with all the tubes and the air flow meter to get it to fit right.  I shortened a few hoses to the turbo to get it in properly.

Additional fuel pump.

Installation of the Pierburg auxiliary fuel pump and the AFPR is quite easy.  Put the pump on top of the fuel filter and fix it with the clamp provided.  Connection of fuel lines is well explained.  You have to route a wire from the original fuel pump down to the new one under the car.  Solder this wire to the original wire, don't use the connector provided, it will corrode.  When you crimp the little eye on the other end, also solder the crimp.  That way you are sure that in a hundred years you'll still have a good connection.  It may sound as overkill, but it will only cost you about 10 sec's of work.  The wire has to be routed down to the new fuel pump.  To make sure it doesn't get damaged I put it in one of those ribbed plastic tubes.  Sits nicely protected that way.  If you ordered the J&S, there's a few feet of that tube provided, use that, it's long enough.  Remember, fuel pump goes on top of filter, NOT underneath (did that at first).  The fuel pump is rather noisy, so you might consider putting some sound insulation material under the service hole cover from the fuel tank.

AFPR (Auxiliary Fuel Pressure Regulator)

Fix it to the firewall exactly in the position shown in the manual.  Take out the glove box (only 2 screws at the bottom of it).  When you drill the holes for the mounting bracket, you can just barely put the nuts on from the inside.  Just push the insulation a bit out of the way and you'll see the holes/bolts.  Even in my car with airconditioning I could easily access them this way.  Be sure the afpr fits low enough as not to touch the hood.  Also make sure it's not too low as you need enough clearance with the washer fluid bottle.  
After the ABS install, I had to move the afpr to another location.  I now have it attached to the charcoal canister bracket.

There's a little valve which must be attached to the AFPR.  How to do this is not explained in the manual.  Just slide it into the vacuum tube and connect this to the AFPR.  There's a little hose barb provided for this in the kit.  When I wanted to screw it in the AFPR, I didn't find the right wrench, so I decided to tighten it with some pliers.  Bad idea, it broke... 

Update: When installing the ABS system, I had to relocate the AFPR.  I mounted it with a bracket to the charcoal canister support.  There's a pic of it on the ABS page.

Air duct

Mine interfered a bit with the edge of the radiator.  The manual says that if you have a certain make of radiator (can't remember which one), that you have to take it out and redrill the holes to lower it.  I didn't find a make on mine so I don't know if I had one of these.  I didn't take it out, but only took out the 2 upper mounting bolts and lifted it about half an inch and a bit backwards.  This way I had just enough clearance to drill the hole out without having to take the radiator out of the car.  Now it sits about 1/6 inch lower.  Then I bent the intake a little bit further upwards.  I also had to cut a bit of the plastic thing which covers the fan as it interfered also.

I recently noticed that there was a little bit of car paint on the duct.  It touches the reinforcement bar of the hood, but this can easily be corrected by either grinding a bit away of the intake or by squeezing the reinforcement bar at bit.  The marks tell me exactly were to grind/bend/squeeze/hammer/use TNT/whatever.

J&S

I put the J&S under the metal plate on the passenger of the car and soldered all the wires directly to the ECU.  This way you don't have to route a single wire to the engine compartment (besides the sensor of course).  The ECU is easy to access and again, don't use the connectors provided, solder every single connection.  I left the wires long enough to temporarily put the J&S under the radio.  I did use the connectors on the sensor wire, but to prevent corrosion I but a long piece of shrinking tube around it.  Suppose it'll do.  Set initial sensitivity to about 10 o'clock. Mine was too high at first and retarded all the time.  I didn't know what was going on, until I turned it back a bit.  Once the setting is correct you can put it next to the ECU.