Well, the high flow cat is nice, but you will probably throw a 02 sensor CEL. With the header, 4-2-1 is nice and your stock manifold should do fine. But if you want to make your engine bay look a little nicer, throw on a stainless steel header and a high flow cat. But like I said you may throw a code.

With the Nitrous, it's really a matter of what you want to do. If your going to get all of those accessories for the nitrous plus the kit. Your looking at a lot of money unless you find a good deal by luck.

I would right now get the Cat and Header, finish of your exhaust before you get nitrous.