When you have a turbo, you no longer need backpresure (or very litte). So when you have a turbo, the most open free flowing exhaust is the best. (Hence the 2.5"->3" post)
I once ran my old car (w/ a T3) with no exhaust (downpipe thats it) and it flew, I later threw on a pipe with a muffler and it didnt hit quite as hard.
I would think that if you are going T3/T4 I would highly consider doing a custom exhaust.
But then again I dont have air care here