I know I'm reviving a "last year" thread, but I thought I'd add some info:
Cobb was charging $5K for their supercharger kit.
Jeff Perrin and Jeff Sponaugle from PDX Tuning both turboed a couple of 3.0 H6 engines for their STIs, and they quoted a price of $15K for the work they did. I'm not sure of everything they included, but I know it involved new pistons and valves/valve springs, and probably crank and connecting rods.
I posted a quick comparison over on Legacy.org:
Cobb claimed 320 hp for their supercharger kit, and Perrin was pushing at least 500 hp in his turbo kit, so:
from 250 to 320 is a 70 hp gain for $5K = $71.42 per hp
from 250 to 500 is a 250 hp gain for $15K = $60 per hp
Turbocharging is the more cost-effective option, if you have the money.