I don't have any experience with CNT products, but at $370 it looks like a good buy for a catted full length down-pipe. (Invidia knock-off).
You will need to get either a flat flange adapter (Grimm Speed has them for $40) for your stock cat-back or a different cat-back exhaust.
That said, I would point you toward Daddy's "shorty" down-pipe for $240.
http://www.daddysscp.com/product_p/mdsh08.htm
It keeps your second (least restrictive) cat in place and keeps the cat further down the exhaust stream for less turbo back pressure. Not to mention the $130 savings! The quality of their pieces has gotten high marks on the forums as well.
Also, the stock WRX TMIC's are known to fail under increased boost pressure. You can either "bulletproof" your TMIC (there are kits out there for about $50) or buy a larger aftermarket TMIC. I got a Torx Racing for $300 shipped. It is essentially a Perrin clone which is almost twice stock size and is a bar & plate contruction. I e-mailed them direct (
sales@torxracing.com) and asked if they would still honor the price offered on NASIOC. They said yes and I PayPaled them and got the TMIC in 2 days. I have not installed it on My LGT yet, but it looks to be a quality unit. The photos on their site are incorrect. Just make sure you request the 08 WRX / 05 LGT TMIC. They make one for the 02-07 WRX / 04+ STi as well.