turbo's are driven by the exhaust gasses so there is a bit of lag between putting your foot down and the turbo kicking in. the bigger the turbo (needed for high rpm boost) the greater the lag, and as drg84 mentioned, they make the intake charge hotter so an intercooler is needed (unless your running methanol!)but on the plus side they take very little energy from the engine.

superchargers are directly crank driven (via a belt) so the boost is instant (or as good as). basically you can get much higher boost (and more uniform boost at that - unlike turbos) but the setup and cost of uprating the engine is much higher that with turbos. if you have the wallet and wat perfromance its the supercharger every time for me

as for setup, turbos are quite simple, you'll need and intercooler space infront of the radiator (or similar) and the a new turbo header exhaust thing. low compression superchargers generally just need lowering engine compression ratio plus all the hardware and addaptors to fit em to the top of your manifold

just my 10cents worth as a newbie
Lobster