Engine Upgrades

Hello everyone! i just got a 97 Integra GS-R and im very pleased with it, except for theres some strange problem im having with my clutch or tranny im not sure what it is but ill ask you guys about that later...ok i was just wanting all of your opinions on what all i should do to it to start off (small upgrades) like what kinda of headers would you guys prefer or would be best and what kinda of exhaust should i get..i really want a deep sound and not to much of that high pitch stuff and would also like performace outta the exhaust. Ive heard that Thermal R&D was pretty good, what do you guys think?