There are lots of great exhausts out there, it's all personal preference. Just stay away from the cheaper ones like cobra and dg, and it's hard to go wrong. The stock header is just as good as the aftermarket ones, so you can get away with just a slip-on and not lose any performance from it.
When you get a new filter, definitely get one of the pro-flow or Noss Machine clamp-on kits. Don't get the modquad/hardstyle kit, it doesn't fit right. But as i said, definitely get a clamp on kit instead of the drop-in style factory ones. I personally prefer a k&n filter because they are quicker, easier, and less messy to clean than a foam filter, and they're dummy-proof when it comes to re-oiling them. Foam filters also get the job done, but the cleaning process is less than enjoyable, and if you don't get enough of the invisibile oil on it, the dirt can get pulled through it.