I would personally go with a wet system.
A wet system sprays a mist of nitrous and fuel into your intake (there are other methods such as direct port) and decreases the chance of leaning out your fuel mixture.
A dry system sprays only nitrous and "tricks" the car into adding more fuel to the cylinders.
On any set up it would be wise to upgrade your fuel system (injectors, rail, regulator) and even your ignition. On some applications you can decrease your spark plug gap instead of changing your ignition system but i would not always recommend that. You will also have to retard your timing a few degrees.
I'm sure whetteg can answer any more of your questions or go into further detail of what I have explained.
Hope this helps a little!
