There are few companies that make headers for the 3vze. Doug Thorley and NWOR come to mind. All are very expensive. I've said this before and I'll say it again...there is definitely a demand out there so I don't know why more companies don't make them. People just aren't buying them because they're so expensive (Thorley's are upwards of $600). If more companies make them, prices will go down due to competition.
I'd say get a nice turbo muffler and leave everything else alone. If you have the skills or are willing to pay an exhaust shop, you could do the crossover elimination mod, which there are multiple threads about on here.
EDIT: MAK92-4RNR on here had the best sounding 3vze. His exhaust setup is in the description of the vid