Turbocharging is the most expensive forced induction method, but it will also make the most power. Depends on what you're looking for, though. Cost is directly proportional to the cube of your 1/4 mile trap speed.
I'm in the process of building my 97 Cobra and topping it with HPP's stage 2 twin turbo set up. It's very expensive, but almost everything needs to be replaced to be able to handle the power this thing will be capable of producing: the entire suspension, rear end, transmission, fuel system, and engine. When complete, the total cost will be about $40,000. I've spent about $22,000 so far on parts alone, and am just waiting for MMR to finish putting the engine together and for HPP to ship the turbo system.
I'm not sure what this excessive maintenance is for turbos that a couple people have mentioned. I previously owned a Cartech turbocharged 89 LX 5.0 and never did anything to it but change the oil religiously every 3,000 miles. That and replace the rear tires every few months. I personally have had more problems with nitrous and superchargers (owned both a Paxton and a Vortech) than with turbos. Turbos are just time consuming to install because of all the plumbing.