Changing the intercooler might give you a couple of KW gain but the expense won't be worth the coin compared to other power modifications.
Changing from the stock turbo will gain a little as well, and the same caveat applies - the factory turbo isn't bad. These two items are ones to consider as upgrades either when you've got an excess of available coin or when they fail.
The two largest gains from stock are from a chip and from LPG. Both will give you gains in the 20-40% bracket. Both will set you back between $1K and $2K each, so potentially $4K for a significant gain in power. With a decent chip, and with LPG, this can translate into better efficiency but not by much - so if you're after a way to reduce fuel consumption, this will be false economy - you're spending far more coin than you will save in fuel, because the V9X engine is pretty good already. Saving 1LPHK for spending $4000 in upgrades will take 400,000km to repay you.
However, both - for the price - give you significant gains in power.
It would make a LOT of sense to get the one shop to do both. Because the chip controls the fuel rate, and the LPG modifies the fuel's combustion properties, adding LPG will affect how the chip performs.
