all this talk about torque and HP has strayed away from the point. you have a turbo diesel and you want more power? this is all so simple.. you need to add more air, and more fuel and keep the thermal efficiency to an ideal level.
to start, increase the cfm of exhaust gasses and induction air. drawing in cold ambient air from the front of the car in the shortest distance to the turbo inlet with the least restriction is first. a fabbricated intake pipe with a foam or metal filter will work fine. route it to recieve air from behind the grille, behind the headlight, or into the fenderwell. avoid K&N or an other oiled filter, because with long term use, the lubricant on the filter will be drawn into the turbo and intake manifold which will isolate power robbing heat.
next, look to the exhaust system. if the noise level is a big issue for you, skip it, however it is a key roll in any further power gains. unlike a naturally aspirated engine, an turbo produces a constant stream of exhaust gasses, therfore optimizing velocity is no problem. a 3" diameter system with minimal bends, a 2' long cowled resonator, and a magnaflow straight through muffler will give a wonder deep tone and the best possible cfm rate, aside from a straight pipe.
now think in terms of thermal efficiency. by now you've increased the flow which is simply freeing power the engine already made. from this point, an oil cooler, and front mount intercooler will net you bigger gains while increasing fuel efficiency and longevity. it shouldn't cost anymore than $400 to do a front mount intercooler. the most efficient way is to buy mandrel bends of aluminized steel, cut and connect them with silicone hose, then have the sections welded then thermal wrapped or coated (VHT makes great thermal paint in cans for $10). the best intercooler cores are no more than 4" thick with the endtanks on the top and bottom (lengthwise). also, a great way to reduce underhood temps and gain power is to ceramic coat the exhaust manifold. hotter gasses travel faster. and the faster you expel them, the more power you can make.
from here, it's safe to increase boost pressure and fuel output. a simple manual boost controller can be purchased for around $45. a vaccum line to the cabin and a chaep boost guage can help you tune the pressure to a safe level. (reason being, more boost pressure in generated under load during acceleration, so the car must be driven while you or a passanger records the highest pressure reading). also, an in line rising rate adjustable FPR can be had for appx $120. tuning the fuel pressure to match the boost is best done with a good quality wide band AFR meter. but with time and skill, you can tune by ear.
also, as previously mentioned, propane injection along with nitrous are a good bang for the buck. but it's not one or the other. propane is a fuel. nitrous is simply an oxidizer. with higher boost, propane will give good gains. with just nitrous, you can possibly run the engine lean resulting in big damages. anything beyond this probably cannot be fasilitated by your budget. i.e.- larger turbo, internal modifications..
any detailed questions, or sources for products?