+1 on skipping the intake.
I think stage 1 or 2 when you are talking about a TD04 and a 2.5L block are both just a tease. The biggest bump in power happens from 2500 - 3200 rpm, with the throttle pegged. They just make it more noticeable how poor of a choice the TD04 is. TD04 failures in modded 04-05 FXTs are becoming extremely common, because the turbo was never designed to be pushed that hard.