From what I gather about the 03, you will need to change your up pipe, because it has a cat in it, which puts it dangerously close to the turbo, where if you make too much power or a boo-boo, bye-bye turbo. Also, look into a down pipe, probably a high-flow type so you can easily pass emissions if need be. As for a quiet pipe, the Borla hush is stock quiet, and Cobb, Invidia, and Greedy evo2 are the quietest pipes I can find (check youtube).
If you want a BOV (blow off valve)just for the cool sound, then you'll also want to put a CAI (cold air intake) on for max WOOOSH, although a quiet pipe and a CAI+BOV= cops just the same :-(, unless you see them early enough to get below turbo.
Ultimately, all of these mods are useless without EM, so the Cobb AP is a great investment. I expect you could get 33hp, maybe more with these mods and stage 2, but if you only buy one item from this list, make it the AP. You can run stage 1 on your car as is, and it makes a fair difference over stock.
Good luck, use the search button, and welcome to the club!!