assuming the turbo is leaking, because there is a film of oil in the intake piping, and blue smoke puffs out of just one side of the exhaust (no x or h pipe). just *guessing that the heads could be the problem, because i've read that leaking intake valves can cause the car to run rough when cold and puff blue smoke, but it could be that and/or the turbo(s).. that's the only reason for the turbo upgrade thoughts
leakdown test is a good starting point like zxrider said