Congrats on the SG. I have had mine for two weeks now and just love the thing to death.

 

Congrats on the new bike. As stated above, exhauste is a personal preference. The SE's are a great pipe. I do not recommend the HD Download. Like Cheyenne said above, The SERT (Screamin Eagle Race Tuner) or the Power Commander PCIII is a much better choice. Get your exhauste and breather upgrades and then have one of the two tuners installed with a dyno tune. I'd leave it stock until you get your 1000 mile service to let the engine break in.