My car has a running caldina engine also. Pretty much everything bolts up. The only thing I'd have done different is not use the ST215 gearbox. For one, it's still an E150F, so I don't think it has the beefed up syncros like the ST205 gearbox. More importantly, it doesn't have the internal gear to run a mechanical speed sensor so you'll lose speedo and tach. I think it's easier to use the original gearbox or source a 205 gearbox. The ST215 one doesn't seem to be anything special.
You'll need a tach adapter...I would NOT use the common MSD adapter. That's what I have and it's been flaky. Spend some extra money on something more reliable like an M&W. There's probably other options.
You'll need a custom midpipe solution to connect to the 215 catalytic converter. Or else a custom downpipe which I would think would be harder. This only applies if you're using the stock gen4 manifold-turbo. Standard gen3 manifold/turbos bolt up and exit in the stock location.
You should upgrade the fuel pump to a 550cc unit which is what the stock caldina uses. OEM Supra pump is the same part # I think.
Can't think of anything else that's a big gotcha. I used "mr220v" aka Wiregap for my harness and it was excellent work.
http://www.primemr2.com/ are the current gen4 gurus and can answer any questions you have: Unless you're a dedicated DIY'er you might just want to have them take care of your swap for you.
Good luck,
J