1) Bassani makes an H Pipe with cats, good quality, but it's pricey. There's multiple catted X Pipes though.
2) LM1's are about the loudest you're going to get. They happen to sound good with cats. Although I think they sound like crap with off-road X pipes.
3) No, you don't need headers. There's very little gain (7-10hp) from headers. For the price and hassle of installing them, or the average $400 labor rate to install them, you can spend that money elsewhere and make a lot more horsepower for your $1000 or so.
I would personally buy an X with cats, and the Magnaflow catback, and call it done.