I have the Comptech Exhaust w/ AEM CAI, and I've ordered the Comptech header.
Personally, I'd rather have the AEM CAI than the Comptech icebox, mostly because of the sound and the price difference. I had a homemade "icebox" for a while, and the AEM is more enjoyable.
As far as the exhaust, it's kind of loud from inside the car at first...but you get use to it after a while and don't even notice it. And it sounds kick ass! I've only heard it once from outside the car, but it is definitely not loud and it has an excellent tone. I flew by my cousin yesterday and he loved the way it sounded....it put a smile on his face.
Not really much as far as power gains are concerned, but I'll let you know in about a week when I get my header.