Best bang for the buck is Turbo. But if I had the money, I'd supercharge!!
That answer is completely untrue.
With EITHER route, a perfect setup is VERY extensive, and sometimes (quilte possibly always) It will cost more to tune the damn setup then to build or install it.
I've worked with ALOT of turbo systems and can quite honestly tell you, MOST if not all supercharger systems are setup to run "out of the box", with very minimal tuning involved. Alot of the variables in turbo systems are not present with supercharger setups. Making most supercharger setups easier to install and tune. Usually ending up more cost effective in the long run.
However, for MOST applications the best power to weight setup, a turbo is going to get you what you need for the win.
When it comes to Superchargers and Turbos. There was a statement above of "It takes power to make power" That is 100% true of a supercharger. A supercharger DOES require "parasitic power" to operate. They are ALWAYS driven by a spinning engine component. Be it a crank, cam, take off shaft etc... Never should they be driven off of a transmission!
However the other end of the spectrum is the turbo. They to are "parasitcly" powered, but from exhaust gas pressure. They are a scavenge devise. The ONLY problem that come with turbos are, at some point they are an exhaust restriction.