A lot of the systems are built to work with each other; i.e. Comptech stuff works best when used together. That doesn't mean you can't mix and match. I have the Rick's header
Rick's 6 Plus Stainless Steel Header ,
Invidia test pipe (saw one last night on eBay), and Comptech exhaust (out of business now, but some do come up for sale from time to time). As for an intake, I did have the AEM CAI and was happy withthat, but have since gone to another type of intake that cost's a little more.
As for what to avoid, I have not heard anything good about the DC header for our car. They make make stuff that works for other cars, but for ours, it seems to choke the engine some. The AEM CAI may not be for you if you drive in wet areas. There have been a few instances of hydro-lock (water in the engine) because fo people driving through puddles with this system. Like I said, I liked mine and never had a problem, but my ccar has only seen rain twice in 5+ years.
Single exhaust have been shown to show more power than doubles, but some people don't care for that look. It's up to you.