this is a wholly subjective subject. most aftermarket exhausts will offer the same power gains. but after that, it depends on what you want as far as a look for your car. some people like the fart can look of the invidia,hks,skunk2 setups, shich sound great, but can be a little much after a while. i for one like the stock look, of the borla hush and now my cobb.
love your car, make it your own. as far as brands, most of the ones mentioned above are good quality construction, however they get pricy. check used stuff on the forums for real good deals. you can also find real cheap no name stuff on ebay, and i guess that's just hit or miss. .. .i know impreza05 on here got one a while back and as far as i know has not had any issues with it. .
as for custom welded stuff.... that's the cheapest way to go. just find a muffler you like, and if you want a resonator, that too. just bring it to a local exhaust place, and they should hook you up real cheap. i know down here, i had a setup welded in for under $100.....
again. .. i guess it all comes down to what you want your car to sound like, and what you want it to look like. then you just gotta choose which one of those two criteria are more important to you.
come to the group drive on the 29th. . .you will probly see a vast crossection of different setups, and hear them in action.
good luck and keep us posted
~Phil