An after market exhaust will allow your engine to breath much more effectively. This means your car will be able to produce a fair amount of extra power. To take advantage of a new exhaust you will need to have a remap to as well. Most suppliers generally call this a stage 2 remap.
The most restrictive part of the exhaust is the downpipe so if you want to get a stage 2 remap in the the most financially viable manor just get this and leave the cat back. All the cat back gives you are the nice tips and sound.
The downpipe will cause less backpressure which will result in couple of things that can be taken advantage of in the stage 2 remap. Leas back pressure means EGTs will be lower, therefore you will be able to run a leaner AFR. Also having less back pressure will allow your turbo to boost more effectively.
Hope this answers you question