Can fitting headers increase HP at the wheels of 10 to 20HP (quoted in some ads).
Ans: go with these headers..
http://www.turbowerx.com/Porsche_Products/Headers/986_Headers/986_Headers.html
Get rid of secondary cats and go with these bypass pipes:
http://www.fabspeed.com/Boxster.html
http://www.fabspeed.com/986Boxster_13.htm
Exhaust
I prefer the porsche sport exhaust but there are others available.
Since you are in australia, you most likely have the software already loaded that allows no CEL's.
All USA cars will get a CEL when the cats come off. That's why many here reflash their cars with RoW software, which you probably already have.