Do I leave my heat shields on that are attatched to the underbody of my car now that I got my new exhaust, or should Iremove them to save some weight?

 

You really won't save any weight. Also they are there because the pipes are very close to the floor pan. 5th gen heatshield under the tunnel and up to the turn are welded together and the only way we found to get that one off is to remove the exhaust-don't bother.
The one above the muffler is not light and is there for the stock muffler. If you have a Thermal like I do-it serves very little use as the muffler is quite far away (I took this one off). I will not recommend that you do this project-but if you insist make sure to put all of the bolts back in and use anti-seize on them. Also-save the parts for the future.
Again: I do NOT condone this modification and warn that you do it at your own risk.