I don't know alot about the Megan Racing exhaust, but it looks decent enough from the pictures. There's a sale going on in the Advertisers Forum...
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Personally, I'd replace the cat on an older car if I was doing the header and exhaust. I'd actually do the cat and exhaust before the header, but that's just me.
You should feel the difference with a header and 3" catback exhaust. It will be really, really loud...not a problem if you're OK with that.
I'm also not sure about the legality of replacing an OE cat with a high flow unit like a CatCo in the state of CA.
As for the mandrel bent piping, you can buy it online but then you would have to cut, weld, get the right flanges, hangers, etc. You could probably get a local muffler place to put something together for you, but I don't know if it would be cheaper than the Megan Racing exhaust.