You get better performance with a panel filter, and in saying so, don't use an oil filtered filter. Definitely invest in some form of engine management before doing a downpipe, which is included in the turbo back exhaust system. I would suggest a Cobb AP, because it will help with removing CELs related to switching out cats.
I did my uppipe and downpipe at the same time and flashed Stage 2, which also removed the CEL before I saw it come on. Speaking of which, do the uppipe when you do the downpipe. Doing the uppipe in itself is a pain, but since you will have to remove the OE downpipe, it makes the job easier. Also, replace the hgaskets while you're in there.
The biggest benefit to replacing the uppipe is that the turbo will sppol up faster, because the cat before the turbo is removed, which also is a preventitive mod.