I completely agree. Prices are silly for the 2.5" exhaust systems available for this car. Until a full dual 3" exhaust system is available I'll probably pay a local shop to hack up the stock piping.
It seems to me you just need to figure out the mufflers, you want an offset inlet (for less drastic, power robbing, bends before the mufflers), and a straight through design for maximum power but want to avoid an annoying drone at highway speeds. I would say your best bet is something from Walker exhaust's Dynomax VT series.
http://www.dynomax.com/mufflers.php?muffler=vt
Specifically, probably this 2x of this model: 17156
http://www.summitracing.com/parts/wlk-17156/overview/
Here is a link to all walker muffler products at summit:
http://www.summitracing.com/search/d...-type/mufflers
Then with your exhaust shop, you can experiment with sound by adding bullet type mufflers (aka resonators) were the secondary cats go, or use high-flow race cats there. Also consider placing an X (crossover) pipe as far back as possible, right where the pipes separate towards the mufflers. But you can tune the sound based on where you place the resonators/cats and X pipe.
And ALWAYS use cat-less down pipes, cats have no business in the down pipe and do nothing for emissions once the car is up to running temp (this is the #1 gain to be had on the exhaust system of turbo cars).
Anyway, back to the mufflers, I think that Dynomax 17156 mufflers and add some of those larger angle cut X5 exhaust tips to keep an OEM style look, might just be the ticket. Don't quote me on that exact model muffler being exactly the right size, measure before you order. But if you do proceed with this please post detailed pictures of where you cut, weld, etc. Maybe then we can all benefit from this, like you said. I will likely do something similar if my local dealer tells me it won't violate my CPO warranty.
Good luck and keep us posted!