JIC magic makes some badass exhausts, in titanium too
I personally don't like the Thermal system. A friend has it on his GS-R, and it sounds funny, and doesn't seem to have the quality I would expect. It also looks like some of the packing blows out if he's driving hard. About the header, DO NOT go with DC Sports. The fitment on them sucks, and the flanges start to rust very quickly. I had a bad exhaust leak using it on my GS-R. Go with Comptech, Apex'i, Skunk2, or something like that.
BTW, the Skunk2 Megapower/RS*R Invidia exhaust system is also nice. It's actually JDM too, but kind of Americanized.