I have a set of OBX headers & downpipe on my 1.8 '96, the mechanics that put it on were impressed with the quality...they may be sold as mild steel, but they're really either 304 or stainless. These have lasted through some HARD driving, 10K-plus miles worth of it, a northern Ohio winter, and plenty of moisture. I'd say that for $150 or so, they're well worth it. You can find a high-flow OBX cat on Ebay for relatively cheaply as well, and as far as the rest of the system, Kyo made a cat-back which you'll typically find for $250-$300 plus shipping.
http://cgi.ebay.com/ebaymotors/KYO-N...spagenameZWDVW
The advantage of a system like that is that it's mandrel-bent, preserving the radius of the pipes and not tube-bend squishing them. The disadvantage is that you're going to look and sound like every other ricer out there.

Plus you WILL want to keep the stock resonator. Piping diameter shouldn't be any bigger than 2.25, and even that much is maybe pushing it if you've got a 4AFE engine and don't plan any further modifications. These are small, relatively low-power engines, and by killing too much backpressure, you'll also kill your ability to use the first couple gears. Tailpipe size is generally inversely related to power output...the three-cylinder Geo Metros have soda straws, because they need all the backpressure they can get to accelerate decently.
As far as my personal experience with the bits back of the engine, I got the headers and cat installed, then took the car to a local muffler shop to have them custom-fabricate a cat-back system from 2.25, the total cost for that and a Magnaflow (or Flowmaster, I can't recall) muffler was around $300 installed. The resonator they put in was a giant truck-sized one, which dropped the exhaust note to practically subsonic, and made me physically nauseous/headachy whenever I drove it. Without the resonator, there's a very sharp snarling bark whenever you get high in the RPM band (in every gear), which will draw the attention of local law enforcement and make hearing anything inside the car difficult. The stock resonator works well with a 2.25 inch system but will still let some of that snarl through as you wind up the RPMs. (Although in my system, at least, the section of the pipe that has the resonator also has the stock sensor, and is about a 10-inch restriction.) The sound is mellow, but powerful, and there's certainly a LOT more top-end power available. Highway acceleration to merge or pass is no longer a "floor it and hope you live long enough" matter. You're not going to see huge gains, mind you, you'll just have a much less nerve-wracking experience when downshifting to pass at speeds of 60-plus is involved. The tradeoff is reduced low-end power and a slower acceleration from first through about the middle of second, but the loss is relatively mild and the sound, whether you go OBX/Kyo or OBX/custom will make up for it.

You will need to drill a hole in the OBX downpipe for the o2 sensor, something that's tricky to get an angle on and resistant to drill bits, and your kit may or may not include the gasket between the headers and the collectors, which is also a gasket that's not findable via auto parts stores, or so I've been told by mechanics. The good news is that OBX will sell you a gasket for something like $20, or the gap will seal itself with carbon emissions in a couple hundred miles.
'Course, this is all for the 7AFE...hope it helps you. Sorry about not being particularly coherent at the moment.