look in ebay for a BRAND name intercooler( you know hks,spearco,blitz,greddy,apexi and so on) i think spearco are some of the best,
if you can find a kit it would be easiest but they are almost impossible to find(one spearco kit selling right now for 810! on ebay) once you get the intercooler you will have to find a reputable shop to help you with the plumbing OR buy 2.25 mandrel bent u shaped piping,silicon couplers and t-bolt clamps all from ebay,you will have to cut and fit the piping, and most likely take your front bumper of(easy) there is no real specific way to run pipings, just try to keep them as short as possible with the least bends in them (to keep pressure loss to the minimum), if you have an 87-89 you will have more space to work with, find out how much space you have up front before you buy one so you get somethin that fits best,try to get the biggest possible if you are going to add more stuff to your car (bigger turbo,more boost), i myself am putting a supra intercooler since i am on a smaller budget than you and that will work fine but not look very fancy,search around for more ideas on this (redz31.com i cant remember more right now ) but its not so hard if you have a little of mechanical skills, good luck and have fun.
also there is two types of fins, bar and plate=less restriction, not so efficient and extruded tube = more restriction, more efficient.
theres two types of intercoolers i dontk now the real names so il call them verticals and horizontals , verticals has the inlets/outlets on the top and bottom of the tanks(these are better because they have more shorter tubes=less backpressure), and the horizontals have them on the sides (you will see alot more of these on ebay), the brand name ones are mostly rectangular and engineered correctly,if you are not going to do many mods you dont have to worry about the setups as much as you wont be blowing as much air thru it .
oh yea and that spearco kit i wrote about earlier just finished at a whopping price of 875.00, supply and demand!
oh crap i wrote all that about a totally different subject wow!!, see its late im tired and i got carried away!!!,
if you got a turbo just buy the turbo back from certified muffler,3inch mandrel bends, its the best , i dont know how much it is but it wuill probably be around that it think look it up at certified muffler. com
if you have an n/a go to a local muffler shop, dont spend as much you wont see much gain but if you go too big you'll loose low end torque, just get a crush bent 2.5 or 2.25 from the catback, gut the cat if you dont have emissions where you live, note= if you gut the cat it is possible that you will hear like a pop pop pop while you accelerate , after i gutted my cat i didnt like the sound so i cut it off and got a silincer put in its place, try to go with straight thru type mufflers for less restriction, good luck now i am going to sleep.
test pipe? you mean take your cat off? it would be easy if you had some type of mig welder ,you can go to a junk yard and cut off the same flanges from another z ( you would need two) and the just cut the middle pipe to size and weld, actually a while back i saw a test pit for sale in ebay but i think it was 2.25'' i dont know