I have read the threads and listened to a few audio postings (Both on the forum and vendor sites).
The vendors most mentioned are:
Alta, Miltek, Magnaflow, Borla.
I believe "Exhaust Depot" uses Magnaflow parts for their build outs, but want to get more feedback and direction.
My plan is to upgrade in the following order:
1. Intake (Alta or DDM)
2. Catback with possible down pipe mod.
This is on a 2008 Mini Cooper S Hatchback (R56) with 16" tires.
My Mini will arrive within the next few weeks and I want the performance improved within limits and feel this would be a very good start.
Thanks for any help.

 

I purchased the Alta CatBack first. The product was excellent. I didnt notice much HP gains however. Last week I installed the Alta DP, That was truily amazing, I dont need a Dyno to tell me my car has lots more power. The main draw back to the ALTA system is Price. I shopped around and paid the least 760 for the DP, 620 for the catback.http://youtube.com/watch?v=UGfqcN1WYgA
http://www.youtube.com/watch?v=aPU-ju98rxU

 

From my discussion with Hector of Exhaust Depot, he feels the "Catback" provides a small boost in HP and sound.
Adding the down pipe is the key to more HP, but I may have to do this in steps due to cost.

 

Ya I did mine in steps as well. Unfortunately the DP wouldnt match-up with the factory exhaust, if it would have Id just done a DP. Also, living in Germany the parts and everything is SO expensive. I did not have the luxury of a good cheap custom build. These Germans are very **** about laws and god forbid you make a car better over here.
Good luck, lets us know how yours turns out! I know some people spent 500 dollars total and have awesome sound.