My two cents....
2.0 motor, I put on a Tuned 4-2-1 header, no cat, 2.25 mandrel bent pipe to the back of the car with a straight thru resonator and a staight thru muffler. I recieved a small but noticable increase in mpg's while driving with load. I also recieved a very large and prominate rise in peak hp, 1.2 seconds quicker thru the quarter mile. The torque at low rpms has increased noticably also, however I am not able to take advantage of pulling lower rpms at slower speeds because of the ATX trans down shifts for me......at least not yet
At idle the if you put your hand over the muffler outlet before and after this work the pressure of the gas coming out is much higher after, ie. it feels like it is pushing against my hand much harder.
Hope this helps.