Will definately be cheaper to get the parts seperately. If you are in no rush then you will be able to find them second hand over a period of time. If you wanna do it all in one go and dont mind spending the money then a kit isnt the worst way to go i guess.
For eg. German ebay, ocassionaly here or clubpolo will find you a second hand manifold and downpipe. A scrappy will find you a k03 (need one from audi a4 or passat). A polo gt cam shaft will do the job although you may prefer a specific jobbie from schrick etc. A turbo chip from ppp maybe. A few other bits that you would expect such as turbo oil feeds, a bit of pipework, air filter and you will get there for less, just some research and time fitting it all and you will get there!