If you remove any of the cats, you will need to remap as it could overboost without the restriction of the cats. You can do cat back without a map and it will give you plenty of burble, also fitting an uprated panel filter does not need a remap.
In terms of exhaust recommendation, it all depends on how loud you want to go and how much you're willing to spend...
I have a 2004 WRX, I have done the following:
Cosworth panel filter
STI intercooler
Decat up-pipe and mid pipe, sports cat downpipe and full cat back (still passes emissions)
Uprated fuel pump (Walbro 255lph)
GFB Respons dump valve
Remapped to 210hp and 221lb/ft at the wheels