You have lots of choices and it really depends on you budget. Sound is very subjective and what is music to someone's ears may be noise to you or vice versa.
As far as head pipes, I contacted Vance and Hines as well as S&S and they both stated that if you wanted to keep low range power and torque you should stick with stock (on my 2006 FLHTCUSE -No cat then) since it was well designed. You could save money and buy a H-D 96 ci stock headpipe (No cat in those) or send it to someone like Full Sac and let them remove your cat. Only drawback to that is if state inspection laws or EPA regulations get enforced and you have to return the bike to stock condition you won't have a headpipe with cat to use.
On my 2009 FLTRSE3 I installed the Vance & Hines power duals headpipe and they seem to be good so far.
When it comes to mufflers there are many choices from having new baffles installed in your stock mufflers either by a local shop or send them to Full Sac, you can even choose the size baffles for best performance and sound levels.
I love the deep rich sound of the S&S SPO oval mufflers on my 2006, it is not annoying and you can hear your radio but they really allow the engine to breath and have a deep sound under acceleration.
I wanted to put the S&S on my 2009 but due to the extended saddlebags the oval mufflers won't fit.
On my 2009 I went with Cobra Slip ons and they have a good quality and deep sound too. I am happy with them so far and they went on the Vance& Hines head pipes well.
You may find that going to a large bike event and listening to various bikes until you find a system you like. be aware of engine sizes though because a 110" motor will be louder than a 96 or smaller motor.
If you go with a more open air filter setup you will need a tuner as well to keep your air fuel ratio correct and the motor won't run too lean with more open pipes vs. stock. Also consider doing the air intake at the time of the pipes so you save in tuning time.