I would go cat back first (2.25"-2.50" piping) then, gut out the cat (press a pipe inside the cat) so its straight through. and install the Headers afterwards, if your not satisfied enough with the cat-back. coz thats what I did =) my set up: HKS hiper muffler (80mm in/ 120mm out), 2.5" straight pipe, gutted cat, pace setter header (non ceramic & it looks ugly after a week of driving).
cat-back = noticeable increase of power from low-mid end
cat-back+gutted cat= more mid end & throttle response (a lot!)
cat-back+gutted cat+headers= more power! hella mid-top end, more throttle response, sucky gas mileage & exhaust smell. but all in all= more POWER!!!