Depends on what you are looking for. Most exhausts won't give you much more power, if any. However if you sort out the exhaust AND induction then you will find the car will run much smoother.
I picked up an Eisenmann Sport back box for my 2.0, which was then supplemented with a Simota induction kit. Made a huge difference to the drivability of the engine, and probably gained a few horses I would guess.
Noise wise, the combination of the exhaust and induction kit was huge - mostly from the Eisenmann box. I was warned when I bought it and it really was loud when "driven". Here's a recording of mine.
...and here is Pete69's Quad Stainless conversion on his 2.0