There are so many postings about exhausts here.. look in modification, then performance section - Nismo i heard about £700 from US (+add 25% duty/vat), nice sounding exhaust and probably the most popular.
Back to the topic of performance filters.. can go for the cheaper option of K&N panel filter for about £40 (no sound) but id recommend stillen or K&N typhoon induction kits.. but stillen is about £100 cheaper, so go for that