The divorced wastegate downpipe you have linked seems like a very good option for a catless downpipe. I have had the Perrin 1 piece and now have the 2 piece with 2 cats in it, and also run Invidia Q300 cat-back exhaust. It opens up the car's potential a lot. You will find that the stock turbo runs out of steam long before you will need a new fuel pump or injectors, so you would be fine with a basic stage 2 tune. Torqued Performance is one of the best online (E-tuning) options out there.
You don't need full 3" turbo-back exhaust for extra power. Just a tune will give you a nice new kick to your car. The downpipe is the most restrictive part on the vehicle with the 2 catalitic converters, but will also make it quite a bit louder.
Once you start modifying your car, there is no end to it... So make decisions you are prepared to live with