I went with the 2x3" American Racing long tubes with no cats. And holy crap is it loud. I too have the Magnaflow comp axle back.
Here are two videos:
Pretty much headers and intake are a good starting mod(you already have exhaust). You can always get gears too. I was thinking about going with a cam or nitrous set up next. For a cam though, i have almost no idea on what to look at or what to get. I have little to no knowledge of were to find them for the L99.
Anyways, go with American Racing if you decide to get headers!