1st off, i have a DC sports 4-1 ceramic header on my car, i have noticed good gains and it bolted straight on with no fitment problems. Alot of ppl say that ther crap......not in my personal experiance.
I would keep the possiblity of putting the cat on if you want to, just in case you need it for MOT's etc (i'm from the UK so not sure of your laws in the US etc)
What engine is it going on?? have you decided between 4-2-1 or 4-1??