To get a new PCM, the choice is up to you...I'm sure there are some 3800 tuners in Minnesota...I'd check a local GP forum or something and if someone has DHP, they might just hook it up and turn the code off for free...depending on how nice they are up north lol.
As for the downpipe...my exhaust guy would put on downpipes...for like $50. I'd rather scrape some knuckles and cuss a bit to save myself $50 for something that can be done with some PB blaster, a couple hours and a pair of jackstands if the bolts are frozen on there. I would...get a catted ZZP Downpipe...3". Keep this in mind though, the SES light still might come on since some aftermarket converters flow well enough that the PCM thinks a cat still isn't there. Also, something else to think about...Speed Daddy slip fit headers are about the price of a catted 3" downpipe nowadays...and you can just slide a 3" in/out converter in the downpipe section or put in the straight pipe piece they give you. They are about $200 and will net you 3 times the gains as a DP would.