You have a couple of options with the exhaust.
Catback-mufflers and upgraded size piping from the stock 2 1/4" piping.
Downpipe- Different sizes to choose from 2.5" to 3", can get catless(less expensive) or one with
Plog- angle of primaries are changed on the front exhaust manifold it's a much better design than factory.
PEM aka Ported exhaust manifold- factory manifolds just opened up for better flow
Headers- different design for the front and rear manifolds along with a dp
Cutout- opens exhaust early giving it an "open headers" feel/sound/performance
As far as choice it mostly depends what your goal is hp wise. Do you plan on racing? Do you just want some umph? Do you just want sound? Want a little of both?
All will increase flow/free up hp at some point. If you are only interested in racing then headers are a good option. If you want sound then a catback or even a cutout will suffice. Headers have gotten so cheap it's hard to even consider doing a plog/dp setup. However if there is any possible chance you may turbo then take the plog route. It will be one less thing you have to worry about acquiring for your conv.