talking to your self is a bad thing...
lol
yes, scan master or some sort of scan tool is vey important, otherwise you are pretty much in the dark.
yes, change the fuel pump, keep it if you must so if you sell the car you can sell it with all the orgional parts. the pump is old, 16 years old, its probably getting pretty tired.
yes, get an adjustable fuel pressure regulator if you plan on going faster or turning up the boost. faster you go, the more gas you need, therefore you need more fuel pressure.
for basic tuning you only need a screw driver, (to adjust to TPS) a couple allen head wrenches (to adjust the IAC) and then all the basic wrenches and sockets if you plan on doing the fuel pump or fuel regulator, you dont really need anything special for those jobs.
i dont know if that answered all your questions, but i sure hope it helps