Turbo is your best bet. Your going to spend more in the beginning but you will have a higher gain. Plus a lot a kits come with some kind of engine management now. The GReddy kit for example, some of thier kits have teh Emanagage included to make it a plug 'n play affair.

Nitrous is great and all and considerably cheaper. Gives a good gain depending on how much you use. But depeding on how much you can use is also going to depend on tuning and internals. Also refilling that bottle for $20 every time is going to hit your wallet eventually. You will see $20 after $20 just disappear due to refills.

Verdict: Spend more now, save more later. Besides you will be glad you did.