Custom Exhaust for 3.0 Questions

I am altering the exhaust on my car - A4 3.0 Manual Quattro.

I am going to remove the resonator - just replace it with pipe.
I have a couple questions I was hoping to get input on before I start.

1. Cats - Should I empty the ones I got or get test pipes? Where can I buy test pipes? Does anyone have a sound clip of an emptied cat or a test pipe? (I don't care about the smell and there are no emitions in my state).
2. What is a a good muffler? (I might even leave the stock muffs on - depending on how everything else goes).
3. And is it even worth my time and effort to do a custom exhaust on a 3.0? I keep hearing about low power gains for a crap load of money!

Input on this would be great! I am looking to spend 2 - 5 hundred total...... Sure beats a $1000 (for the cheapest) exhaust!

Any other ideas for me? I have read all the threads about moding a 3.0, and I know there isn't much to do.....
Where can I get underdrive pulleys?