yeah the only thing making our car sound nice and deep with small can exhausts are the two cats the car has, when you get a header your car will start to sound loud and buzzy,
I have a header with no cat either so I'm in the middle of ricey and loud and nice, so, sometimes I hate how it sounds.... sometimes. I'd only suggest something as small as the HKS exhaust if you, a) either are going to keep your exhaust manifold and cat, or B) if you have a turbo or plan on going turbo. Turbos run in your exhaust system and act like a muffler as well, and deepen the sound of the car.
In conclusion, keep the quality mazsdaspeed sport muffler and just get a header. I suggest Ractives.