Over the years I've had different exhausts fitted with mixed results.
I had a blue flame full system fitted to a Mk2 Golf, and whilst it felt less restricted when running at higher top speeds it felt like I had loss some mid range urgency which meant that if I was not absolutely on it the car felt slower at town speeds.
On my Stage 2 LCR I had a full Milltek system (inc. 100 cell race cats). It wasn't cheap, and because I didn't have the budget to change the manifold on the same visit (I'd paid for Revo + Stage 2, plus full milltek, plus dogbone and shortshift in one visit), the differences were subtle to say the least. The Milltek is a beautiful product, and far superior to the SEAT OE unit when compared directly. However as a larger bore exhaust has less back pressure you can feel like where you've gained in some respects you've lost in others.
On balance, from experience, if I was building a super modified car from scratch I'd go with an exhuast system. However in reality I wouldn't change it in future unless I took this appraoch OR it needed changing anyway becuase the OE had rusted away. I know some people running near on 400bhp+ in MK2 Golf Rallye's with stock exhausts and although they know the exhaust system makes a difference, their tests have proved that even at that level its as much about the soundtrack as it is about outright performance. Obviously if it is the next logical approach in an upgrade path then go for it, but TBH I'd rather spend £1k on
coilovers in the short term.