Some of the things I've seen over the years:

* not using a big enough turbo
t3 should be the absolute minimum size.

* not breathing out the pcv valve.
easy to forget , if not done the crank case gets enormous strain and ultimately can blow the engine.

* using FMU's.
stay away just run bigger injectors/fuel pump.

* silly one but not having lsd gearbox and 300hp + doesn't work.

Buy the best parts you can afford and probably the most important thing get a solid tune as cutting corners on ecu/tune/dyno is asking for tears...