To exspand on the already covered definitionof teh turbo, it is a setup that takes the exhaust gases and plugs them into a turbocharger, spinning its turbine, which inturn compresses the air comming into teh engine through your intake. No when air is compressed it gets hot as do all things "thermal exspansion" and with an increas in temp, you again lose power, but before it goes into the intake minfold piping hot, you can run it thought an intercooler. May it be an air to air or water to air, but the idea is it gets colder. Now we have compressed cold air! Being compressed it hasmore what? thats right O2, which burns very well haha Nitous is O2 for example. No when the air pumps thgouth teh engine it flys out through teh exhaust and powers the same unit that compressed it... Gotta love it. While the Supercharger runs of the main pully in the car, taking away some of the power, but giving it back and then some in the long run. Now most superchargers like Jackson Racings are roots type blowers, while companies like vortech make a turbine basd much like a turbo! Now into the decision making.When looking into getting a turbo or spercharger setup, one has to take into account reliablity and ease. The supercharger being a self contained unit demands almost zero attention, while the turbo, is a multi facited piece that needs alot of attention and not to mention $$$!
For the supercharger, there is the blower, belts and piping. But the turbo requires alot of pieces to get up and runing. Depending on the size you might need blow off valves, wastgates, if not internal, and an intercooler is standard if your going to get any real power out of your turbo. But let us not forget the worst part of our cars!! The exhaust manifold. The tubes that come out from teh engine and take with it the exhaust gases. If anyone has been brave enough to take off the heat shield, you will see mazdas hidden monster. It is a tangled maze of crap, and to create a propper header for it iss let alone impossible let alone a turbo manifold. Now you can get them custom created, but since the root of that problem is due to the catalitic comverter, you will ahev to replace it so as to not make the car smog illegal. As of now the only people that make turbo kits for the mazda 4' that i know of are
http://www.knightturbos.com/
I havent used them so i can give no imput there. And as for superchargers, i dont know of any being made. So if you have the cash, a good idea would be to but your own turbo, and buy an intercooler, and have a shop create the piping for you! The two ideas are preatty realistic, but in my opinion for the FS a smaller turbo would be the best way to go. Minimal lag, and it you get it pumping out all it can, you can just swap the turbo itself. Sorry about all the typo's its dark and im not a great touch typer. But hope this helped!! And good luck!