If it's just sound you want you don't need to change out the header - yet. Staintune do nice pipes that will fit up to the stock header and retain the stock look (up to a point) and there's plenty of other slip-on options such as the one Warp posted. I've also heard these ones and they sounded pretty good.
@Malcy has them or rather he had them before he got his CES (not sure exactly what he has now). With headers, basically the 3 you mention run back, down or forward, so aesthetically they're quite different. With the right set up and tune, they're all good. I have the CES and the only thing I'd note is there isn't any room for a blower
otherwise they're the pick as far as I'm concerned.