Intercoolers / Piping
For intercooler pipes use either aluminum, or 304 stainless steel. They both have their advantages. Aluminum is a bit lighter, but it also picks up heat better than steel. As long as you are running good hard intercooler pipes that are a full 2.25" all the way around or even 2.5" after the intercooler.
Depending upon power goals, 2.25 to 2.5 is more than adequate for over 500whp. As long as the cooler exchanged air to the throttle body is the same or larger than the one from the turbo to the intercooler, you're fine.
Does intercooler piping add HP? To put it simply: no, a turbo intercooler will not really add any horsepower to your car. It should be noted, however, that too large of an intercooler can actually do more harm than good. If you have an extremely massive intercooler, you will cause more turbocharger lag and more drag inside the whole system.