to do any dual exhaust your going to need a dual valance GM part# 22712778 they run from 70 to about 110 dollars depending where you get them from.
from there you can go with a custom dual, but ive heard complaints about loosing torue and HP.
click here for info on GT-R. from what I hear he's starting a new batch of exausts soon , so now the time to get in...what he does is modify the muffler for back pressure so we dont llose that low end torque. If your interested I can point you in the right direction, and he may still be doing the hundred dollar discount.
I've also got the K&N and my only complait in the heat sheild is a POS. look into CRABS, you can upgrade your heatsheild if your not happy with it.
Vector tune...check
this out...updated version of Vector from the same person that wrote the Vector tune.
hope this helps you out.