As said, doesn't really matter. Doing as much as possible at once is often more efficient in both time and cost, but it is nice to see what difference each little modification makes.
I will say this though (as simply as I can), if you're considering a wilder cam AND a new turbo...problem with higher lift cams and turbocharged engines, is that airflow is often reduced across the turbo at low rpms so you actually get more lag (considerably so in some cases I've seen) and less power at low rpms, shifting your power band up to mid-high rpms. This means the car will be more all or nothing, and a b*tch to drive day-to-day. Basically, chose your cam and turbo combination carefully!