There are a few options as noted above. The Corsa Track exhaust system works very well and will add horsepower and improve the sound. If you plan to add headers, it is way too loud, in my opinion. I could not recommend the Corsa Track with headers. I spoke with Corsa about this (volume and resonance) and they stated that the exhaust gases move much too quickly for their mufflers to work well with headers. I did this and removed the Corsas (costly $1800.00 error).
Viper D states that he hears that headers add only 10 hp. The B & B step headers that I added with high flow cats and mufflers / 3-inch pipes added 50 rwhp and 55 rwtq (with 3.55's). I don't know exactly how much the headers added, but at I would estimate 35 to 40 of that. I dynoed before and after, but made some other minor changes, so this is an approximate number. Yes, they are costly, but the work very well, sound very aggressive and lower the heat in the cabin. I would have them coated as well.
The stock exhaust manifolds are restrictive at best. You can call them "headers", but they are not very effective, in my opinion, compared with the B & B's or Belangers.
I have two friends that own Gen III's and have added the Belangers. They are much louder than the B & B's and my car pulls them by 4 to 5 car lengths from start up to 80. If we went faster, I would pull them more. One of them has 3.73's, the other 3.55's. We all have the K & N's and some tuning, so the only real difference (other than the drivers) are the headers, and these guys can both drive.
Good luck. I hope this helps.
Dan