Don't get a loud exhaust, they'll just annoy everyone around you, and eventually, you'll dislike it. When you pour money into a decent stereo and then can't hear it over your fart can, it's annoying. My first cars flex pipe was badly cracked, so my car was super loud, some people thought it was cool, but I had to really crank the volume, which eventually would give you a headache.
Get a new head unit, that alone will make your stereo sound better as it will send more power to your speakers. Having upgraded speakers does nothing if you still have a crap head unit. As for exhaust, get something that is quite under regular driving (I.E under 3k ish.) but grows louder as you start harping on it. That way you don't piss off your neighbors, can still hear your music and others in you car, and you don't get a headache.