It's illegal if you plan to drive on public highways, which is a concern for most people. There's also the notion that's it's rather immoral. Either way it's up to you what you want to do.

As for which pipe, just pay attention to the flange design. Getting a good flow from the wastegate will have a more profound effect than just ditching the cats.

 

http://www.msr-usa.com/dp03.htm

This is what I got,havent installed yet though.As long as you run a high flow cat after the dp you will still have much better emmissions then some huge v8 suv.I know of people that have gutted all cats on the legacy turbo and have passed cali emmission tests.If you have a wrx then ditch your uppipe first and get a catless as the stock with cat is the most restrictive part of the stock exhaust system,then worry about the dp.I don't know what the police are like though in your area,here they don't check under the hood when you get pulled over so there is no worries about missing cats.Some area's they do however go over your car with a fine tooth comb so if you are dead set on going catless you may want to just gut them out so it at least appears stock at a glance.I would never do anything illegal though

 

The biggest problem is that it is highly illegal.
Exhaust is gonna stink and eyes are gonna sore if it is really bad.
If you are using it on race tracks, no problem.

Good ones are the one that seperates exhaust of internal wastegate from the exhaust of turbine.


like this one for example

 

cat cleans the exhaust fumes. Without it, it's gonna stink like the exhaust of school bus