You can always just do headers first, it's best thing to do first as it sets the table for future mods. Open cone as well as they don't need to be tuned. Shift kit is good for tranny and will allow you to drop pan, change filter and oil too which is good. You could always do Catback later if you really want to but as mentioned, it's not needed up front. There's tons of sound dsamples on YouTube if you search GTP/exhaust lol... I would only suggest to not rush into anything, take your time to make decision.