Choosing the right exhaust set up
I have an ORY but I still have my A.I.R pump hooked up and everything
If you haven't bought the Macs yet, you might look into some Pacesetter long tube headers. With a off-road Y-pipe, it is cheaper than the Mac setup and once again you'll see more power. Macs are a great header and option, but for the money you can do better. It's all in what you want. If you're always looking for more power, go long tube headers without emissions. Just my .02.
Why not rip AIR/EGR out? You are already non emissions compliant.
It's less work to remove than keep, and any time you do work in the engine bay you will have to screw around with the AIR and EGR systems all over again to get them out of the way....or make the job a bigger PITA in working around them.
For budget headers I'd go with Pacesetters.

