Let us know what car and engine to clarify, but I'll assume it's an ae86 with 4age...
IMO you're better off keeping everything stock because there's not much to be gained by going aftermarket, aside from sound. This is especially true with 100% original ae86 4age (and 4ac). Unfortunately there are very few header options for a near stock engine, but there are plenty of good cat back exhausts to choose from. As far as performance gains, my guess is the best case scenario would yield +10 hp with a full aftermarket exhaust, but that likely won't happen - even +5-8 hp is VERY optimistic...
The most commonly available header is the OBX 4-1 (see below). It's shiny, but you'll loose low end power and the exhaust note becomes more tinny/raspy. I've also heard there are fitment issues.

Less known, but a Martelius header (see below) looks like a better design, but I've never tried it, and it seems few others have. I'm not sure if there's any performance benefit or detriments.

As far as a catalytic converter or test pipe... I'd go with a cat. Not only is it better for the environment, but it helps low end power and partial throttle response (especially the oem unit). High flow aftermarket cats aren't a bad option, but they can inhibit low end power/response, make the exhaust louder, and may not be legal in your area (or pass a smog test). A test pipe exacerbates the effects of a high flow unit, and they're illegal.
An aftermarket cat back unit is a good idea if you're looking to increase the exhaust note. Since your engine is stock I'd recommend an HKS Sport system or a Fujitsubo Legalis R (version with 50 mm pipe). They both have a very modest sound and aren't obnoxious. Since the pipe size on these units is close to stock (2" OD) you won't loose low end/mid range power like some of the other cbe options with larger sized pipe. Although more expensive, the Fujitsubo may be a better option considering you live in VA because it's made out of stainless steel. (HKS Sport is mild steel and will rust over time.) See below for pics:
HKS:

Fujitsubo:
