i'd say dont go and buy a ready made exhaust... get one custom made by a decent exhaust shop... a lot of the ready made bolt on systems hang down too low and most sound like crap... esp the japanese ones.. hks, apexi etc etc.. a custom 2.5" with decent rear muffler retails for around $400 - $700 over here in australia depending where you go... ive got a 2 1/2" on mine from the cat back (its 2.5" out of the cat standard) running through a single resonator and a big polished muffler at the back. i havent bothered with engine pipes as for the money they dont offer a great deal of improvement over the standard items.. just take the heat shielding off so they dont rattle
I've read that headers don't return much for their cost.
If you want to get a header, Borla is the one that many get, I just checked Summit Racing and they are selling Borla's for $269, Teague's has it for about $290, or you could get a Brullen for $1000+ through Subaru Planet (15hp I think). Your choice.
I'm a big fan of Borla, IMO they make the best exhaust products period. Jarrett ask Brian (bheinz57) about his setup, his OBS is a bad mutha :4: He has Borla headers and Stromung exhaust, pretty **** sweet IMO I'm not for sure if they make a Borla cat back for your car, check up on it and if not definately go for Stromung.