First...
Get the gears
Go ahead and get an x\h-pipe...
You CANNOT pass emissions testing without cats.
Even if you pass the sniffer (which is doubtful), many states REQUIRE you to have cats.
High flow cats take away the HUGE amount of 3 to 4 rear wheel horsepower on an N/A setup.
.... just something to consider if you don't feel like changing out your exhaust for every inspection...
My opinion:
Gears, X\H-pipe, and then start saving for a PI head\intake swap...
No bolt-on will compare with the performance gain of the swap.
I have seen no difference on the dyno between a Densecharger and any other CAI setup. But then again, I haven't seen much gain with ANY CAI kit...