Newage are slightly different: the OP's STI has four exhaust sections - downpipe (which has a cat), cat pipe (which has a cat - natch), centre-section, and backbox. So he will need to buy four parts.
The limiting factor on an STI is probably the turbo, which is good for about 340bhp with full supporting mods. At that power you don't need to change the up pipe or headers, but you would if you were going for a more powerful turbo. My 02 STI runs 325bhp with just an STI panel filter, walbro fuel pump, 3" H&S sports-cat replacement for the downpipe and cat pipe, and a Pavlo remap. Full decat would probably get you 330, which is what people like TSL offer (Paul Blamire is doing their mapping anyway still, AFAIK). After that turbo limitations will make it harder to get much more power.
M