If you're just adding the pipes and the air breather, then I wouldn't worry at all. The bike still runs lean and you haven't done anything to correct that until the download. Which, for the money the dealers get for a down load (usually $150), I'd recommend adding a powercommander for a few more bucks and then downloading one of the many maps they have on the database. You're likely to get a much better AND tuneable setup.
I have a stage II with V&H, SE breather, etcs, on my '03 Ultra. Carb farts all the time and back fire like hell when took an exit ramp off the highway. Put on a powercommander III USB, and bingo - runs like a top. Only downside is a PC III is about $329 vs $150 for the one shot dealer download. But I bet you'd be more satisfied with the PC III. And if you're doing the pipes and breather yourself, you're probably capable of doing the PCIII yourself also.
Just my .02
JRW