Really, any brand name exhaust should be just fine. If I were you, I would avoid the cheapest ones on the market that are commonly found on eBay because they tend to be made of inferior metals and can rust easily or you might experience fitment/leaking issues, so you could end up buying several $200-300 +/- pipes which would eventually add up to (or cost more than) a decent exhaust if you would have just purchased that to begin with. Some people will argue that a pipe is just a pipe, but sometimes you really do get what you pay for.
+1 on the Cobb downpipe too
07 WRX (Albins 5MT + Blouch 20G)
Jorge Carrillo Tuned (365 whp/340 wtq)