You dont need an EBC, the factory boost control with a reflash is up to the job and much simplier. As mentioned have a look for the RSTuner, www.fastchip.nl
Cat back exhaust options have been discussed on here, but you can also introduce a nice note by removing the center resonator and backbox (muffler) which works out cheaper.
Welcome btw. My background is in Subaru Legacy's ala perth-wrx and rslibertyclub. Still have a 92 RS in the family.
Enjoy the Megane.