Jon, I got a ScoobySport turbo back exhaust when I had my swap done. I needed to get an exhaust, because my swap only came with the up pipe and turbo, no down pipe or any other exhaust parts.
Are you talking JDM or USDM swap? If JDM, I think the up pipes are catless already, so I'd definitely go with a turbo back.
Lightweight flywheels are nice, but I'd hold off on it. It's on my list as a "nice-to-have-someday-but-my-money-could-be-better-spent-elsewhere-for-now" mod. I'll probably replace the flywheel when the stock STi clutch goes.