It all comes down to the same old question, Why?
It will cost you a ton of money by the time you've baught all the parts required to do the swap, then you'll have a modified vehicle thats difficult and more expensive to insure than the real thing.
You'll be much better off just buying a 2.5, with Quattro, and swapping any nice bits over from your existing car. Take the opportunity to upgrade to facelift at the same time for all the little improvements that brings as well.
To answer your questions though, you will need the subframe, engine mounts, engine wiring harness, intercoolers and associated pipework, ECU, possibly the fuel tank although they may be the same, radiator and water hoses. If you buy all the parts from a similar era car then it should plug into your existing harness, but it might need some electrical tweaking.
The 1.9 gearbox will work, but the 2.5's came with a 6 speed box which will make it nicer to drive and are more suited to handling the power. If you want to use a 6 speed, you can, but you'll probably need its gearlinkages and driveshafts, and the suspension uprights as they're all beefed up for the V6 engine.
You'll also need V6 front suspension as the motor is a lot heavier.