240SX SE---I have Hotshot Headers (the latest design) installed. However, FIRST I did the CAI, then the headers, and finally the exhaust. there was a span of about a week in which the headers and the CAI werre on with no exhaust. The headers made a weird vibrating sound (most likely the hot gasses ricocheting off of the ceramic coating), that I'm sure would have gone away after some carbon started coating the inside of the headers. But I put my tanabe cat back exhaust on, and I never heard the headers again! So because I could only hear the exhaust after putting on my headers, no, i don't think it makes that much of a louder increase in sound, maybe for the first 100 miles or so while being broken in, and if it does make a loud sound, I bet it won't do it until about 4000 RPM. Are you worried about emissions or cops hating the sound or something? Or do you just want a deeper, louder sound from your car? Like I said, I did my installations backwards (CAI, then HEADERS, then Exhaust...), someone who's done the route your going would be able to better answer, but overall I don't think they'll make your car much louder. Best place to get them?
http://www.enjukuracing.com, they have them for $319! SHIPPED for free! Can't beat that, I paid $329 for mine 2 months ago from them, and then apid $25 shipping.