The reason myself and others will say maintenance first is because a lot of important parts can get neglected and fail. RSMs are a common fail point and are often overlooked. When lowering the car it adds extra stress to this area and can increase failure rate, and damage. As an example.
As for headers, the aftermarket ones can be close to $2,000 and unless your running a high boost turbo setup you won't see or feel any gains from them. Not worth the money IMO. If you wanna run cat-less check your local emissions laws first. Make sure it's legal before you spend the money. also cat-less kinda stinks. If your okay with the smell of rotten eggs then go for it. I'm keeping my cats because it's a DD car. You can purchase full cat back exhausts that keep the cats, but use less restrictive ones. If you wanted to you could have a muffler shop custom fab pipes from the headers back and throw on just a muffler. Cheaper then full cat back.