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Kinda hard to believe that no one has replied to this yet, but here's my recommendation.
First, I'm guessing you mean EGT (Exhaust Gas Temperature) gauge and not EGR. The popular opinion is that the EGT probe should be in the exhaust manifold pre-turbo, not in the exhaust post-turbo. There's a bunch of write ups on exact location and how to do this so I won't go into the details other than to say that pre-turbo is recommended because it will provide you with a more accurate reading of EGT's.
You'll get a bunch of different replies about which brand of exhaust to go with (Silverline, MBRP, Magnaflow, etc) and most of them are good kits. IMO, I'd go with a 4" turbo back system for a number of reasons. The factory downpipe is 3" and a 4" turbo back kit will give you a 3.5" dp with the rest of the exhaust being 4". If I'm not mistaken, the factory exhaust is 3" all the way back. On the other hand , a 5" turbo back kit has a 4" dp, but its a really, really tight fit and a number of people have complained about clearance issues (and subsequent clanging as the exhaust hits everything when you're driving). Additionally, quite a few people have stated that they've lost some low end grunt after they've installed a 5" turbo back kit (too little back pressure).
So I went with a 4" turbo back. And I went with MBRP. The nice thing about MBRP is that you can opt for a muffler delete and cat delete pipes. This will give you the flexibility to replace your muffler or cat easily if needed or desired (all you do is unbolt two clamps for either pipe, pull the piece, and replace). I'm not aware of another manufacturer that offers this, but I could be mistaken.
I'd also recommend going with at least 409 stainless (or 304 stainless if you want the extra bling).