Yep, it's cool. Cobb's Stage 2 off the shelf maps are generic enough that just about any bellmouth style aftermarket downpipe will be compatible with it. Bolt the downpipe on using fresh gaskets, reflash your ecu, and go have fun!
Start collecting/installing parts that will set you up for a turbo upgrade. An aftermarket fuel pump, tmic, and cat back can be installed any time. Once you install an aftermarket turbo, injectors, ebcs, and some other goodies, you'll need a tune immediately.