Pretty much most of the aftermarket exhausts improve performance, but definitely do headers and hi-flow cats or off-road pipes to add to sound and performance!
I have BBK 1 5/8" shorty headers, BBK off-road h-pipe, and flowmaster American Thunder cat-backs on my car. It made a nice difference when I took it out for the first time!
Just the sound alone made it worth it! Good luck, and let us know what you decide!