If you're just doing bolt ons, there's really not much of a difference in power gains from brand to brand as long as you use quality pieces. A typical GSR with an intake, header and exhaust will gain about 10 hp at the wheels.

Basically I would just recommend going with as much stainless steel as you can. That means a stainless header (PS: you only have one, it's not a headers) instead of a ceramic coated mild steel one, and an exhaust that is made out of full stainless.

DC Sports, GReddy, APEX'i, Comptech, and others all make nice stainless headers.

For an exhaust I suggest the GReddy SP2, RS*R Exmag, Tanabe Super Hyper Medalion or DC Sports.