Exhaust questions...

[01Sierra]

I've been toying with the idea of upgrading my exhaust recently. The only mods I have on the truck are an AFE intake, and a Wester's tune. Other than sound, does putting a cat back system and/or headers on make any difference in the real world? I read the ads for these systems and they almost promise you the world, sounds too good to be true.

 

The sound isn't something I really care much about, one way or the other. In a perfect world, I'd like any exhaust upgrades to give me some more punch in the pedal and even get a little increase in MPG. Don't really know if it's possible to do that though. Anyone got an opinion?