Hey Gregg, welcome aboard.
If you're not in an emissions state, then you can [theoretically] remove the cats and carry on.
I believe Gibson makes an exhaust system for the Frontier, but I haven't looked in quite a while (we had one on our 05 Frontier).
Headers? Not sure, but that's a simple search. If you just want to replace the cats, that's not implausible - simply buy aftermarket replacement cats and have a local muffler shop cut / weld / replace.
Hope that helps - LOVE the SC Frontiers!