I just got a 2009 Sportster 1200 Custom and a first thing I did was upgrade the stock exhaust. Based on recommendations from few service guys I spoke with at the dealership I got after market slip-ons (slash down look) which look like the Screaming Eagles but were a bit cheaper ($287.95 to be exact). Was told they sound deeper too. Installation required the Stage 1 EFI kit and remapping.
I second clay and mc above - the slash downs have a great sound and a very noticeable performance improvement. I rode for about a week before the parts came in and when they did and got installed I just could not put the bike away. Rode everyday well into the night just to enjoy the new throttle response and the sound
The only issue was a bit of a "tin" sound on idle during the first day (I almost thought the pipes were a bad investment). Fortunately they must have broken in or something because that went away after few hours.
So all in all - highly recommend. I will try to make a quick movie and maybe post somewhere so you can hear the sound. Then you can compare with your stock and see what works best.