I went with ultimate racing race cat DP and retained all factory heatshields. As far as I know with catless dp the heat shields are eliminated.
There are a lot of claims to huge power increases from catless but if you run a 200 cel race catted dp like ultimate racing or super sprint the performance gains are the same as catless without the side effects of smell and emissions issues. If you do get a cel from race cat ( 50/50 chance)you can ask your tuner to turn off the co2 code only and leave the sensor on and you'll pass emissions. The sound increase is the same either way because the turbos are really what make the sound on these motors. FYI- with race cat you can really hear the turbo whistle from the exaust-sounds real cool.