Definitely change the up-pipe as it has a pre cat in it and if that starts to break up for any reason it goes straight into the turbo [], it's also worth wrapping the up-pipe & down-pipe and the headers if possible.
You can change them yourself but the up-pipe is a pig as you have to jack up the engine a little, as Tony said down-pipe can be done but 9 times out of 10 one or more of the studs will be stuck or difficult to remove (Xtreme had a problem with a stud on mine even though it was only 6 months old [])
Don't think a 3" decat would be a lot more noisier than a 2.5" [:^)]
De-catting will bring the CEL light on but you can get a CEL fix kit for that (Xtreme do them)
Ian