An exhaust by itself probably won't give you much. Now, combine a better intake to an exhaust and you'll most likely start noticing an improvement. I would do these
Throttle body mod-- http://www.ramforumz.com/showthread.php?t=46431
Intake manifold mod-- http://www.ramforumz.com/showthread.php?t=80192
Both of these mods are free and will let you take advantage of the free flowing exhaust system you put on. I think if you do true duals with headers like you planned, open up the throttle body and intake manifold, and put on a cold air intake, you'll feel a much more significant difference than if you did just the exhaust alone. The best part is that you won't even have to spend any more money than you would have. Plus, it gives you a good base for future mods like a cam, rockers, tuner, etc.
I would also agree with those who said to keep the cats. The difference you feel would probably be negligible and having them on could save you a ton of headaches when it's inspection time.