[hinggu]

a universal muffler will generally increase horsepower because it is a straight through design. However, you have to be careful because some universal mufflers are what they call louvered. these will actually have little "bumps" or i guess hills which are supposed to help with sound, but these kill horsepower.
A universal with matching piping should be as effective, but remember, most places do crush bending. this will rob horsepower since it causes ripples in the piping and different diameters. i had mine crush bent because it was cheaper. if you can find a shop which does mandrel, then it shouldn't be a problem! but mandrel is expensive. You can also order some piping that is already mandrel bent and get a muffler specialist to piece it together for you.
Cat backs are usually also designed to try and give your car the most hp gain, with things such as piping diameter.
Universals would be a good idea to set your car apart since most people would probably get the catback.
cat backs may also be cheaper because it comes with stainless steel. i had a custom catback built for me in stainless steel and it cost me over $400 canadian! Also, becareful not to go to big with your piping. Some backpressure on naturally aspirated engines is good. I went with 2 and a half inch.
also, headers can come later. it bolts to your engine and joins your downpipe.
hope this helps!