If you're just looking for louder, get a catback or an axleback.
Basically everything but some of the ACE headers will mate to the factory overpipe. The aforementioned ACE headers that don't mate to the factory overpipe come with their own overpipe.
Changing the headers only will make the car a bit louder, and add some of that Subaru burble. However, without a tune, you will have to deal with the check engine light if you go with catless headers.
For other information:
http://www.ft86club.com/forums/showthread.php?t=81493