Are new gaskets required when swapping an old, S4 turbo in need of a rebuild, for a newly rebuilt S4 turbo? If so, which, and where can I source them?

 

No, but I would suggest it. Any Mazda dealer can get them, or you can mail order from Mazdatrix.

 

Which gaskets should be replaced according to your suggestion?

 

If you're in there already:

Engine to manifold
Manifold to turbo
Turbo to DP

Thos three would be on my list first.

Second:

The oil/water line gaskets.

 

Anytime you remove something, it's gasket should be replaced. The exception are the exhaust gaskets, which can generally stand several removal/install cycles. But if they are old and original, then replacement is the best bet.

 

I heard the turbo gaskets are expensive, just a heads up.

 

They are quite expensive. Be prepared to spend $150 US to replace all the turbo related gaskets.