Keep in mind guys, exhaust systems most Manufacturers build for turbo cars these days are VERY well built. Its not the old days when mentioned above that an STI, EVO, DSM, SRT4 would see huge gains from opening up the exhaust. These factory systems are very well designed and built, they flow WELL from the factory. Without going turbo back and throwing on a tune, your gains will be extremely minimal.
Mostly just sound. I remember with my 2011 Mazdaspeed3, replacing the catback would net something stupid like a max of 1.5HP with a tune. Where as a turboback with a tune (and fuel pump internals, DOH) would net somewhere around 15-20hp.
The R&D done at the factory level is astonishing now as far as how well the product performs off the show room.