Per your exhaust questions, it all depends on what you're looking for, and at what price. Applied Technologies (ATR) makes beautiful systems for the GN, but they come with a healthy price too. Hooker makes a very nice sounding system that is very affordable. You will do fine with anything 2-1/2" to 3". IMO, Avoid Flowmasters though, as they are not a good muffler design for a turbo car (even though they sound great). Your best bet is to find a muffler that has a straight-through design, (ATR's Pitbull, Walker Dynomax Ultra Flo, etc) since our cars do not operate on an exhaust pulse, like normally aspirated motors. If you want to save weight, ATR's 3" single-shot is a good choice, but I have to say it does not have nearly as nice of a sound as a system dualed from the cat back. Bowling Green Customs also offers systems, but I've never seen/heard one installed. For the money spent, I don't think you can do better than the Hooker system. It sounds great and performs very well on a street/strip car, and is pleasant enough for a daily driver. You would also benefit greatly from a dump pipe in place of the cat, if you don't mind running w/o a cat.
As for performance gains, yes, you'll definitely see improvements! Remember, a motor is nothing more than an air pump. We try to get as much air in and as much air out, as efficiently as possible.