The stock fuel pump is capable of handling stage 2 in most cases . I got my stage 2 tune through bluefin and found that I had fuel cuts in the higher gears at high rpm. Had I contacted bluefin they may have been able to adjust the tune to sort out the fuel cuts. I just jumped straight in and bought the APR HPFP while it was on special. Feels smoother and a little stronger through the midrange, but not worth the money if your not getting the fuel cuts. Unless you plan on going with a bigger turbo down the track I'd just stick with stage 2. Another downside to the HPFP is that you have to keep a close eye on the cam follower as they wear alot faster with the higher flow.
As far as the CEL goes, just get an O2 sensor spacer from 42 Draft Designs. That'll sort out the CEL if GIAC doesn't write it into their tune.
http://www.carformance.com.au/o2-sensor-spacer.html
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