If you want LOTS of problems, have plenty of time prepared to get it working, don't mind sending items back and forth to the US until they get it right, go with BEGi (do some Googling regarding this, you'll find plenty of unsatisfied customers).
If you want to DIY it yourself with a kit that comes with EVERYTHING and is almost guaranteed to fit with no issues, go with FM (buy your own preferred ECU though, you wont get any tuners in Australia who are familiar with their old and new ECUs). Be prepared for high S&H costs though, they wont "cheap-out" on this to guarantee safe delivery
If you want to do it right first time with a minimum of hassles, go to NitroDann.
If he's more expensive than you're prepared to pay, you probably shouldn't even consider the turbo route (most DIYers end up re-workng a lot of their components which takes time and a lot more $$$ than they ever would have been prepared to pay in the first place).
Dann's built+installed a lot of MX5 turbo kits so he knows what it costs to tailor a rock-solid system for your power goals.
General rules of thumb for those who start thinking about the turbo-route:
1. Take your initial figure double it - that's if you do it right the first time (ie. go with a proven kit/installer).
2. If you plan to "DIY-it", have done a LOT of research and use proven components, 2.5x-3x that initial figure (you'll spend time and money getting the right combination of components together).
3. If you plan to "DIY-it", have done a LOT of research and use a "bleeding-edge" turbo (like I did), 4x that initial figure (my 1st manifold+downpipe implementation didn't work).