I did a series of dyno runs when I was doing mods to my 2000 2.7L Boxster. As I recall adding a full exhaust system (headers, 100-cell cats, high-flow muffler) only added 5-10 hp to my car. And that was with a ECU chip that was specifically designed to take advantage of higher-flow exhaust system.
I know others have have found big increases in HP with just the addition of headers or mufflers, but that has not been my experience. If you just like to mess around with your car like I do, and/or if you are not concerned about potential CEL issues that can come up with exhaust mods, and/or you have the funds available, go for it.
Even if you dont realize great HP increases, your car will probably sound like it's much faster, and that works for me. BTW, if you have not already done so, I strongly encourage you to do a baseline dyno pull to see what your car is making in stock condition. That way you will be able to judge how effective the mods may be, have fun.
Ed