Definitely need a fuel pump for 100% peace of mind.
I only recently found out my car was running a stock pump (running a
TBE + tune for 3 years and now a bigger turbo, etc) for over 4 years despite being charged for a Walbro in the first place (read my blog if you want the whole story regarding my fuel pump woes).
How the car has not had a major failure is beyond me...used to have idle and start up niggles that turned into the car being un-driveable last week.
Now with a Walbro installed the car runs like it should. No cut-outs/idle/acceleration issues at all.
As far as exhausts go the Ultrex is hard to beat for the money but if money is not an issue or you can wait and save, go get a Butler Exhaust. Not cheap but they are fantastic (can get them from Butler Built Peformance Parts in Carlisle).