Milltek make a resonated (quieter) system and a non-resonated (louder) system for around £700, seems the common choice in these cars. However I've just had MIJ performance make me a system, for around £500, they'll make whatever style and noise you want, worth the trip if you can, they really know their stuff.
As for 'piggies' i think it's more of an american phrase for gutted pre-cats, emptying the catalytic converters nearest the turbos, allowing easier breathing and cooler running. Also give you a slight increase in power and more noticeably a little more torque.
Hope this helps ya.