Personally I wouldn't work under the hood of modern cars, especially if you can't get a kit specifically designed for your RX. I have done tons of research on big after-market performance kits for my GMC Yukon, and discovered the Remote Mount Turbo Kit from Squires Turbo Systems. This will also cost you a lot of money as they don't specifically build for an RX, but they do have a tailored kit that they can customize for your RX. Look to spend around $5000 for this.
The benefits:
Minimal under hood and electrical work.
No need for aftermarket headers, fuel system, ignition, or exhaust components.
Replaces muffler for awesome sound!
Low Spool up times, and gives equivelant gains compared to a supercharger @ 5-7 PSI.
No need for an intercooler, as the long exhaust tube cools the charge by ~500 degrees.
Normally increases gas mileage, and may not even require premium gas.
Cons:
Turns your RX into a sleeper, meaning noone can tell by looking at your engine that it is anything other than stock, other than that your airbox is nowhere to be found.
Look at their website for more convincing info... www.ststurbo.com
I bought a ES330 instead and don't drive the Yukon much anymore, which is why I didn't get the kit for my SUV.
-TiM ( I do not work for STS, I just really wanted one for my Yukon)