Intakes aren't necessary until you start doing big power builds. Most people get them for the engine bay bling and they let you here some of that "psshhh" sound from the bypass valve.
If you want something that sounds aggressive but not loud enough to make your neighbors angry then the SPT exhaust the dealerships sell is good.
Magnaflow makes a nice medium loud exhaust, as well as the invidia q series shown above.
For louder exhausts, the Greddy RS, Invidia N1, Tsudo N1, Apexi N1, HKS are all good loud systems.
If you have some good headphones then youtube will give you a decent idea of what the different ones will sound like. None of them will do the exhaust and boxer engine true justice though.
As for downpipes, take your pick, but read this first: Downpipe FAQ: Read if you are thinking of buying one! - NASIOC
Also, definiatly grab a Cobb Accessport for your car, it is the most user friendly option for tuning these cars, and these cars are sensitive to a lot of modifications, so things like intakes and downpipes require a tune, with a AP you can put the tune on in minutes. It has a ton of other features, like check engine light code reading, car sensor reading and logging, ect...
Some first mods I recommend:
Short Shifter (I have the Kartboy and its great)
Upgrading the sound system