OP: This is a bit more complex than it might seem. You have a gen 1 MS3. I do too. I installed a 3 inch fully catless dp/rp on my car three years ago and ran the car untuned until I added Hypertech tuning about 6 months or so ago. But, and this is a big BUT, I was monitoring. You must monitor, IMHO, if you are going to do this. Some things you need to know are, at a minimum your boost under all driving conditions (glad you have a boost gauge - that's a good start) and the rail fuel pressure from your cam driven high pressure fuel pump. And you really need to know what your AFR's are and what your wastegate is doing.
The stock DP and the two low flow cats on the stock setup are incredibly restrictive. A good aftermarket downpipe and racepipe, either catted or catless is going to increase flow-through to the extent that you will probably have about 2 psi higher boost. This is good, and it is bad. Good because you get more power, especially a hugh amount of midrange power. It is bad because it put a huge demand on your already marginal fuel pump and is also likely to produce some pretty nasty boost spikes at WOT in the 3,000-4000 rpm range. Those can be dangerous.
My stock fuel pump was adequate. You must have fuel pressure of at least 1500 psi, preferably 1600 or higher, especially when this engine is under its maximul load conditions which occur not at high rpm at WOT, but rather at around 4,000 rpm WOT.
While my pump was adequate, those spikes bothered me. I tried not to go WOT unless I was closer to 4,000 rpm and even then was not happy with what I was seeing. AFR's were staying fine and super rich at high load and high rpm conditions, so that was good.
I also decided to run one step colder plugs with that setup, as the increased boost and performance was putting me on the borderline to run stock plugs.
Now, fast forward to the HT tune upgrade. You really should have some sort of tune to be completely safe. A tune with HT, AP, Versatune, SB or any of the options will optimize you for this mod. HT tune eliminated those nasty boost spikes while raising load limit sensibly and extending boost farther out toward redline. I won't go into the other benefits of conservative tuning, as it is beyond the scope of your original post.
More recently, I began to notice that fuel rail pressure under load was trending downward, falling into the 1400's and finally one datalog showing only 1100 psi under max load. The pump was wearing out and it was only marginal for the increased flow to begin with.
This is my long winded "witness" to you that from my own experience, even with monitoring, I think it was a mistake to go with the downpipe and racepipe without first upgrading the fuel pump and without soon adding a tune to deal with those spikes. If I had it to do over again I'd go with the fuel pump upgrade first. You'll need it. And I'd plan to tune and do it soon. HT works well for this purpose.
Whatever you do, if you are planning on adding a big downpipe/racepipe, catted or catless and are not monitoring, you are doing the modding equivalent of practicing unsafe sex. You gotta know what your engine is doing if you power mod beyond a simple intake.
