This is just my experience and is in no way gospel.
I would say its worth doing everything, the sound will be much nicer and the bigge - you will get much more out of a Kido retune with headers & 2 hi-flow cats along with the 3rd cat deleted. This should gel nicely with ur cat back & decent hi-flow rear muffs. The one good thing in the stock 3.0r system is the centre resonator, it has good
flow and helps to keep an upgraded system a little quieter.
The 3rd cat is just for more emissions BS, a simple custom 2 into 1 pipe with a collector improves the flow here.
The factory headers and front 2 cats are a massive restriction along with the stock rear mufflers. You should see a pic of the stock headers cut away, very poor design
with no collector incorporated. The raptor headers are a great design and along with a retune will improve low end torque and smoothness.
Just be aware it will throw an emissions CEL with hi-flow cats. No probs, Matt can tune this out.
Hope this helps