Downpipes will "produce" some siginificant power gains on a turbocharged car. If it's a normally aspirated motor then a common I/H/E would be enough with some fine tuning of the AFR and the ECU. The reason people upgrade with aftermarket downpipes is because you want to "free up" the exhaust flow right? So, there's no reason of having a downpipe and then still using the stock "restrictive" exhaust system it just don't make any sense.

It will be "loud" at times yes and of course you use a downpipe with a true "catback exhaust system" right?