Laws on open headers
There's very little else you can do to your car to make it sound racier, almost nothing more you can do to open up the exhaust system and absolutely no other modification you can pursue to make the exhaust dirtier than running open headers.
Open header exhaust systems aren't exhaust systems at all; they're just a set of tubular manifolds (headers) with no tubing whatsoever.
The biggest problem with open headers is that they're ear-shatteringly loud, especially under full throttle. Every state in the union has some sort of noise limitations in place for automobiles. For states like California that have adopted the SAN (SEMA Action Network) standard, this limit is no more than 95 dB (decibels) when measured 20 inches from the header outlet at 3/4 of the engine's maximum rpm. An open-header weed-whacker can easily be louder than that, so don't expect your car to run any quieter.
If your car is newer than a 1971 model, you can't run open headers on the street at any time for any reason. Federal emissions standards went into effect in 1972, so routing untreated exhaust gases past the catalytic converter on any car produced that year or later constitutes an illegal modification.
Don't think that you can run open header on your off-road buggy just because it happens to fall under the general emissions exception for vehicles produced before 1972. Although your buggy's Volkswagen engine might slip under the dB limit imposed by your state, you'll still need a spark arrester of some sort to take it off road. These devices are of dire importance in wooded areas, where the flames spewing out of your buggy's headers can easily cause a fire. Spark arresters are required equipment for wheeling in any state or national park.
Very few vehicles can get around state dB and emissions regulations, but the few that can are most often large trucks. The federal government didn't require manufacturers to install converters on all of their trucks until the early 1990s. So, even if your truck was built after 1971 you can still legally run open headers as long as it didn't originally come with a catalytic converter.
Noise exceptions aren't always set in stone; some states like Florida use a sliding scale that depends on the vehicle class and year of manufacturer. In the Sunshine State, trucks with a gross vehicle weight of 4536kg. or over and built before January 1, 1975 are not subject to any noise restrictions. Several states use just such a system, so check your local laws to see which apply to you.
Technically speaking, the Clean Air Act of 1991 explicitly forbids a vehicle owner or shop from installing any device designed to bypass the catalytic converter or muffler. If, however, your headers happen not to line up perfectly with the stock exhaust system then there's nothing saying you can't run a second outlet off the header collector to connect them to the catalytic converters. That leaves a gaping hole at one end of your headers, and you have to put something there. What you install in that hole is up to you.