ok, i have the 8 valve motor, so it will be less significant on mine, but for the 16 valve, headers always frees up a lot of response, and with that a bit more go.
i run headers, but they are a funny design. i havent got, or know of any other vits where i am with headers of different design, so i cant tell if its better or worse.
exhaust, i'm running a 2" cat back through a 'turbo' muffler. one fo those flat ones which are about 300 mm long and a bit oval. before this went on, i had a look through it, and it the pipe enters on one side, and exits in the middle, so i can actually see my hand through the muffler. gives a good note, but my cat stuff everything up. will be either getting a new cat soon, or run catless.
i noticed a bit of a difference when i got my exhaust done, my torque range was about 1500rpms higher than standard. not complaining, and also, the motor revs a lot free-er and higher too.
theres just a lot more response. you can even go for a 2 and a quarter inch because of the 16V efi if you want, but your torque (usable) range might suffer. prolly just stick with the 2 inch, and seeing as you not running a cat, it'll be sweet. and it'll sound every bit as sweet too.
when you get the exhaust made, make sure you get whoever to tuck it up nice and high as possible, and with the muffler before the diff in the original place, make sure the rear diff pinion flange clears it on full compression. my pinion flanges touches the side of my muffler at full compression of rear suspension.
apart from that, theres not much else to it. i sometimes wish i had the 16V efi motor. anyway.....
oh yeah, if you dont mind it being real lound and all, instead of the tiny muffler, just whack on a hot dog resonator instead, and just run that. i'm looking at doing it, but may not sound the way i want cos of my carby. you just cant beat the sound of efi revving out with a real straight through system.
and another thing, if you can, try and make it a 3 piece system, like bolts and flanges. 1st part headers. 2nd part middle section and flange after the muffler. 3rd section, rear piece over the diff and tail pipe.
my was made into one system, and sometimes you may need to take the exhaust off for maintanince/mods, and with mine, i'll have to either cut the system, or remove my diff to get the exhaust off. even my headers are all welded together. i hate it.
maybe i should get a new exhaust, come to think about it.

have fun and enjoy.