Get on this section and start reading the posts and looking at the pic's. It all starts with your budget.
You can do quality slip-ons with no tune for about $350-$400.00 that will help make it sould more like a Harley.
Then you get into the different headpipes with no Cat and then the 2 into 1's or true duals.
But there are tradeoffs for every senerio. Power vs looks vs $$$ ect
Do your research, look at the websites, search u-tube for sound clips.
Good tips there sloride.
I'll add that we have a couple of outstanding sponsors here on RGF that offer great exhaust, intake, and tuning options plus a site discount for forum members.
Look in the "Site Sponsor" section (http://www.roadglide.org/forumdisplay.php?f=78) for "Dragos BikeWorks" and "Fuel Moto" and follow their links to their own websites to see what they offer (all sorts of good choices). Both of them are very willing to offer suggestions and, as you'll discover, they really know their products and +/_ on options you prefer too.
BTW - no. I'm not any sort of pitch-man for either of them. Just an ol'phart that's been around scoots long enough to spot types that flap a bunch of BS. Neither of these guys do that and both of them know what they're talking about.