Any exhaust is going to wake up this car considerably. I just put a catback on mine a couple of weeks ago, and it's considerably louder now.
If you go headers, and want quiet, keep your OEM catback. I've heard quite a few 04s with headers (with and without cats), and it will be much louder.
If you want power obviously go for headers & mids, but retain the stock catback. Stock it sounds pretty damn nice as it is.