Stage two can begin with a downpipe. Anything past stage two usually adds a turbo, injectors, and fuel pump.
Using an octane challenged stage 2 map on CA 91 (the worst "premium" gas on earth) I still needed a bit of tuning to prevent knocks. My mods were JDM STi intercooler, uppipe, downpipe, stock 3rd cat, muffler, and intake pipe -- the whole package makes a very solid stage two but I still would knock in certain parts of the rev range. The moral is that you will almost certainly need to work on it to make things perfect, so either do it yourself when you install it or don't drive it hard until you can get it tuned.