Well a turbo back is basically the same as a downpipe and catback exhaust setup. A turbo back is one company's system from the turbo to the rear of the car and are offered in many variations. If you buy individual components you can mix and match components, brand, and options(a better way to go IMHO)
You should see about 20whp once you get rid of the stock downpipe and catback, headers have been shown to yield 15-20 WHP in the 3500rpm+ range. It has been widely debated whether or not headers make power but it you look at any non-biased review they do indeed make more power than the stock manifolds. In fact I just ordered a set yesterday!!
Just remember you cant just add power gains up, if you add headers and a downpipe and catback you will probably not see 40whp but you could easily see 25-35whp depending on the car, supporting mods, and setup you choose.