They go alot better than n/a, just drive one and you'll know. There's also much more modding potential in smaller pulleys, coolers, etc.
Cons - must run premium fuels, at least 95ron or 98 (ultimate, etc) if you've upped the boost. And insurance... if under 25 it's a real pain, as with any boosted car. Yes you do pay a premium for it, how much more depends on age, history, rating etc etc..
It's a whole lot of fun, whether the extra is worth it or not is up to you really. My recommendation is go drive one, and you'll know if it's worth it or not.
edit - for insurance stuff, get online quotes off aami or whatever, for n/a and boosted. It's sometimes had to tell which is which though :S their form isn't the clearest.