Their are a few good brands out their making some really good products. Depends on the sound and the price point you want, but a few are: UUC, Eisenmann, Rogue Engineering, Actie Autowerks. Looking on YouTube for sound clips is the best way to start. Most of these exhausts will push $1,000. But you get what you pay for. These have all been engineered and tested to optimize performance. Cheap knockoffs are just that. Cheap. They come with no guarantee and may sound like shit.
Personally, if it's a DD car, get a supercharger. Turbos are very complicated and very expensive. Superchargers are pretty much bolt on applications, and they keep the DD feel. When you mash the throttle you'll feel it, but sitting in traffic won't suck as much. At the same time a supercharger allows you to use the stock internals and retain the factory compression ratio. Most turbo setups require beefing everything due to higher pressures. You would be able to use the stock headers fine.
Active Autowerks in Miami FL makes really nice kits for the E46. Their going to be my choice for a kit. Second to that VF Engineering makes them as well and they are highly rated as well. Costs start at around $4,000 and go up.