Dark Pony

First of all...i just purchased an 05 Subaru Baja Turbo...and i LOVE IT...i've been a honda guy my whole life but this subaru kicks rump roast... ok with that said... i have a couple questions about the baja (bare with me again i've never owned a subaru and know nothing yet)....i was wondering if i put exhaust and BOV on it if it's going to kill my MPG..this car/truck is my daily driver and gas is expensive enough... also what are some good brands to go with for exhaust on subarus? thanks for your help!