There are a few people out there who will advocate turboing the engine you already have... I used to be one of them... until I went through it.
"Worth it" is relative...
If you decide to go N/A-T I won't be ragging on you though. It's just not for the inexperienced, costs more to get going initially and generally causes a bit more stress while you wait for something to break the first several months after.
If you're dying to start upgrading and don't know what route you're going to go in the end then I recommend starting with mods which will be used regardless: adjustable fuel pressure regulator, upgraded fuel pump, suspension, brakes wheels and tires, upgrade the radiator, aftermarket oil cooling system, wideband O2 sensor, cat back exhaust upgrade (wait until you're closer to dropping in the turbo though, too big of an exhaust on a N/A actually costs you power and sounds like $h!t, IMO), and so on.,