I agree with GVZ and GSXR on this, as it relates to power. But that doesn't mean you shouldn't change the exhaust. Going to a free flow system WILL return horses from grazing, the car WILL breathe better through the higher RPMs, it WILL feel faster for all the excess weight you leave at your exhaust shop, and it WILL sound like it has the power that it has as opposed to sounding like Grandma's old Mercedes.
All of this will likely make it more enjoyable to drive. And for the money we're talking about and the fun of modifying your exhaust, I think it's resources well spent. But just understand your spec sheet will remain the same and the car won't be all that much faster (not that these are fast cars anyway).
Nitrous or forced induction will make it fast, but it will likely drain your wallet and your patience faster.
Good luck with whatever you decide. And no matter what, have fun with it.
Cheers,
maw