I don't have either form of boost, but I have done a ton of "research" on the subject.
Turbos are more efficient, meaning less horsepower needed to make power. Superchargers are run off of the crank, which means they "rob" horsepower. Turbos are driven by the exhaust gas that is already coming out of your engine.
Yes, turbo kits are expensive. But for most of the kits out there, they are pretty complete. The HP kit or the Helion kit includes everythign you would need to boost your car. Yeah, they are expensive, but not so much more than a supercharger if you factor in the exhaust pieces, fuel parts, etc that you get in the kits. If you think about the cost of a supercharger, full exhaust, fuel parts, etc, I think both forms of boost are pretty equal cost-wise. Not to mention the fact that you can build your own turbo kit--lets see you try to build your own supercharger.
As far as oil, I believe all turbos need to have an oil line run for the same reason the sc''s do--to lubricate the internal parts (also for cooling on the turbo, I think).
But then again, what do I know, my car is stock.