I decided that instead of blowing $1K on Mugen exhaust I wanted to spend $200 or so and have a great sounding exhaust. So I went ahead and bought an OBX Twin Loop muffler off Ebay and had my local exhaust shop do 2.5" piping all the way back. The muffler was $100 and the exhaust shop charged me another $100. Here are some pics:
Anyway, the exhaust sounds AMAZING. I've never heard a better sounding exhaust on a 5th gen. ever in my life. I had the Apexi N1 before this, way too loud, the RSR exhaust which was way too quiet I could hear my intake over that, the Thermal exhaust was probably the closest thing to this.
In terms of power, eh, I'm not really sure. I don't think exhaust on a 4-banger is going to do much in terms of power, although I haven't really pushed it past 4K RPM's yet.
Overall, a $200 well spent, IMO.