I am planning on doing an a2w setup, with a reservoir for cooling it down further. As I see it:
A2w pros:
Easier routing two small hoses than it is two large pipes
Can actively cool the air even idling if you add fans
If you add a reservoir you could throw in some ice/etc before towing up a mountain pass or something where every bit counts.
Cons:
Requires a pump wired to ignition on. It's extremely easy but still a con compared to a2a.
Side note is heat soak, which doesn't really happen badly (or ever if you add a fan) unless you set it up wrong. I plan on mounting my a2w radiator in front of the main radiator, the rad fans can cool it for me.
A2a pros
It's all automated in design, go down the road and air will cool it, the turbo pushes it through the piping et cetera.
Cons
Big pipes in the way, routing the pipes, etc.
I have a few good 12v pumps, radiators sized appropriately. You could probably do it all under 200, heater cores work for a cheap rad. Only thing I need is the a2w exhanger and they are fairly cheap. And I might want a new intake setup if I don't use my intake snail. If I go that route I'll probably add a methanol injection kit for fun