It depends on the application, if your 92 is a turbo larger diameter is better (3"), if not a 2.25-3" is a good size. Just look ahead so you don't end up changing your exhaust setup more than you have to. Try to stay away from pacesetter, especially their headers, they're a pain to install. Stromung makes a high quality exhaust if you can find one/ afford it. Greddy also makes a good one, you can find it at
Nopi. Or, probably the best route, and cheapest, find a header, muffler, cat, and have a trustworthy muffler shop take care of the piping. Hotshot headers are probably the best, magnaflow, makes some decent cats, just shop around. Just remember if the price sounds too good to be true, it probably is. Good luck, I hope this helps, visit
http://www.nissanforums.com, a lot of people w/ the same cars as you that can really help you out.