Grab yourself a pair of ebay headers from a trusted seller, and loose the restrictive stock muffler and you should be good. It's a cheap setup that gives you a beautiful exhaust tone and isn't too raspy. Your not going to gain much power by going full exhaust if you have headers and a different muffler.
2000 328i 5 Spd Black on Black SOLD!
2004 G35 Coupe 6 Spd Gray on Black Current
FS. JB Racing Lightweight Flywheel (Non-M 6 Speed ONLY) - $450 obo
FS. Spec Stage 3 Clutch Kit (Non-M 6 Speed ONLY) - $400 obo