If you have the money, I always say the best thing is to buy a full turbo-back exhaust from the same manufacturer because fitment is almost always better than a pieced together system.
The most important consideration should be the downpipe. For efficiency's sake, you want a full 3" downpipe that does NOT have any section that tapers to 2.5" (during a bend for example).
It's always a huge help in the future, if the downpipe you choose has an additional 1/4" NPT bung welded into the pipe for the adding a wideband O2 sensor.
Some people also look for a "partially divorced wastegate" downpipe. This downpipe will have a separator in the bellmouth end, that divides the exhaust gases exiting the turbine and the wastegate port. Some of these downpipes will often have a runner that reintroduces the wastegate gases to the main flow, a foot or two downstream. This reduces turbulence in
the bellmouth of the downpipe and which improves turbine efficiency.
Here's a couple visual examples...