What are you trying to accomplish? more power? more sound?
I know of lots of guys running a full straight pipe, alot more turbo whine, sounds good IMO up until about 2500rpm, then it gets too loud for me when in the city. I deleted my cat and put in a magnflow muffler, more turbo whine (but not lots like when straight piped) and a nice throaty V8 sound. You can buy cat delete pipes and muffler deletes, but its honestly probably cheaper to just take it too an exhaust shop and have them weld in a piece of pipe for $50.
As for power increase, you wont notice much, seems to spool up the turbo a bit quicker off the line.