GTM also has a very nice exhaust from what I've seen, although down the line I will probably replace my Nismo (came with the car) with an F.I.
I would not recommend the Long Tube Headers unless either (a) your state is lenient on inspections or (b) you don't mind putting the stockers back on once a year. Otherwise get some HFC's.
For your first upgrade, I would probably recommend a CAI, either Stillen G3 or the Injen Long Tubes. They show great gains and smoothing, and are inexpensive and fairly simple to install. HP/$ I think they're better than exhaust products.
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2009 NISMO # 0193 | QAB | Albums! | 05.04.10 (Dynojet) 291.94hp/248.28tq
Oil Cooler (DIY) | Custom Headlights | GTSPEC Braces | F.I. Long Tube Headers
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