SVXtypeR dyno'd his car a while back with a K&N drop in filter and 3" cat back exhaust system (+ Level 10 Stage 3 tranny):
SVXtypeR's Dyno Run
The 3" system seems to rob the engine of low-end torque which is essential in off the line acceleration (as the 4EAT has a 2500rpm stall). I've heard that 2.5" systems are much better for our cars - of course, if you're planning a big ball-bearing turbo install, then the 3" system will be better suited for that application (Evo's and STI's get gains from aftermarket 3" systems).
-Chike