The header will delete the cat. The tune will keep the CEL turning on with the header installed. IMHO, I wouldn't get the Cossie IM unless you plan on doing a real sick NA biuld of going FI. THe Cossie raises the torque curve up, which gives you more up top, but you lose torque on the bottom end.
I would get the header, wideband, and a tune. Do you have an intake and exhaust?
FSWerks stg2 w/ water/meth; Cossie intake.
Massive Speed stg 2 cams in the works....