Thanks guys! Great input and information!
Looks like finding a good shop to do it right with the O2 relocation is key. And that's the dilemma here in CA--places with good skills aren't willing to do the work. I have a great muffler shop (guys with 40 years custom exhaust experience with muscle cars, real craftsmen), but they're not willing to do the work because it involves modifying a cat. If you're a DIY welding kind of guy, you've got it made.
I'm leaning towards Fabspeed and an Evolve tune as of the moment (subject to change), and maybe working on a longer term solution with the Euro headers for Krissi's Z. (Most mods end up on one car, then the other, due to "mod envy"
.)