You don't NEED to, especially with the 18g that comes in the Greddy kit.

You will spool a bit quicker with a larger exhaust, but it wont be as much of a huge difference with that turbo as opposed to some of the larger options that come in Drag, RevHard kits, etc.

If you are looking for maximum potential, get some bigger piping. If you dont really want to drop the $ on an exhaust, youre not committing suicide or anything by leaving it on, its not that big of a deal.