Ok, so you're gonna want to get the 2.5" ZZP downpipe with cat. you're staying legal so you'll need the o2 harness extension as well. Now is a good time to replace both O2 sensors if you've never done that. If you decide to get the powerlogs at the same time, its a good Idea to get the ARP header bolts too, and of course the exhaust manifold gaskets, as well as a new donut gasket for the crossover if yours looks really worn.
Start by removing the crossover bolts, then the downpipe, then remove the rear exhaust manifold (I removed it from underneath the car). Careful with that EGR tube (mine was crushed during reinstallation and I ended up deleting it entirely). finally remove the front exhaust manifold.
Install gaskets, then install the rear powerlog. install your o2 sensors, followed by the new downpipe. Bolt the crossover to the rear powerlog, and install the front powerlog. Start the car and check for leaks.
The catback isn't necessary at all unless you're boosted and getting a 3 inch system (you're N/A so you'll need that extra backpressure in the 2.5 inch stock setup). If you already have dual exhaust, great. If not, and you want it for looks, just buy some magnaflow mufflers and have a shop weld them up with a y-pipe.
The downpipe with the cat is really the most important part of this setup since you need to stay legal, so make sure you get the right one.