Opinions on this topic are like belly buttons - everybody has one.
So, since you are asking, here's mine:
1) The cheap Chinese eBay headers seem to be a mixed bag. Some folks love them and have no problems, while others have all sorts of frustrating fitment problems with them. How lucky do you feel today?
I have wasted far too many hours of my life trying to fit aftermarket headers to many other cars which never seem to fit "just right". So for me, the Chinese eBay headers were never even a consideration.
Since the biggest performance gain to be had by deleting the OEM cat manifolds is due to getting rid of their flow restricting cats, I instead went a different path.
I would recommend that you
read the text, especially concerning the mini-cats, that I have posted in this ad:
For Sale: Hollowed OEM Exhaust Manifolds, Complete with Mini-Cats
Considering the modest cost, I would objectively recommend that you go this route, as you will be assured of -zero- fitment problems, while also gaining a significant reduction in heat at this area of the engine.
2) "While you are there", replace the manifold bolts which go into the head with M6 studs and nuts. The next time that you twiddle in this area of the engine, you will be glad that you did:
3) The aftermarket secondary pipes that are out there, once again, anecdotally vary in their fit and quality. If all that you are trying to do is to remove restrictions, then why not simply remove the cats from your existing OEM pipes? Just Dremel off the end cap, remove the cat canister, and then reweld the canister closed. As before, you are guaranteed of a correct fit via the use of OEM parts, and the cost is nothing if you know a guy who has a welder:
4) At this point, you have free flowing manifolds and secondary pipes, all done for almost no money. Before you would go to the final step of replacing the OEM muffler, live with the above improvements for a bit and see how you like them. I would be willing to bet that this gets you where you wish to be. But if not, then one muffler that I really like is the so-called Dansk "sausage". Much more compact than OEM, and it sounds great without droning:
(I bought mine used; dents shown are courtesy of previous owner).
So, there you are. By thinking this one thru and not blindly buying aftermarket parts, I suspect that you will find your own personal nirvana.
Thanks - DM