I've got the Vishnu, which I understand is made by the same people that make the M2 exhaust. It's very mellow at cruise compared to many of the others, and still has a nice growl when you get on it. I'm very happy with it, but it does cost a bit more than some of the others, since Vishnu charges a premium for their stuff.
One thing to note, on an '02 you'll probably want to do the up-pipe as well as a turbo-back since the up-pipe has that pre-catalytic converter. Replacing the up-pipe does wonders for spooling the turbo up. Actually, I've got a stock up-pipe that MattR was nice enough to gutt the cat out of (he was going to put it on his old wagon, but decided to sell it and get an STi). If you'd like it, I'm sure we can work something out (but I'll need your stock up-pipe back so I can install it on my car when/if I sell it). A gutted stock up-pipe is just about as good performance-wise as an aftermarket on, plus it's got the heat shield and has a lower chance of leaking.