I haven't done it, but was looking into it along with headers about 6 months ago. I see no reason why it wouldn't be possible. I was planning on using these...
XtremeFlow However, now that I live where I have no emissions testing, I am seriously considering getting rid of the cats altogether if I can figure out how to do it without screwing up the computer.
I just need to find some headers first...ugh! I may break down and take a chance on the SLR ones.