I didn't suggest the whole exhaust, Casio, just the strategic parts I posted. Having a full 3 inch diameter super flowing exhaust won't do you much good now that you've reached the turbo's intake limit. So you balance it out with a bit of this and a bit of that.
The catalytic converter is by far the most restrictive part of a whole exhaust. Get rid of that and you can free up more flow than the whole exhaust combined. So you replace that with a high-flow version. The downpipe leads right out of the turbo and into the cat. Having good flow through those parts is key, because the rest of the exhaust is just a bunch of baffles where not much power is lost. But hey, gotta have good sound, so I suggested the rear muffler too.
And that intake I posted gets rid of the stock airbox and resonator piping and leads directly into the turbo--that's about as efficient as you can get while still having a filter.
Unlike my naturally aspirated car, you'd gain big power from those simple 1-day-do-it-yourself-install mods that you could seriously feel in the seat of your pants. Plus it'd be a little louder and more fun sounding. You wouldn't believe what a little noise does to the daily commute.