Wow, I tried 3 slip-ons on my 08 and didn't get anything.... I always figured that the slipon hp gain claims were a bunch of bullshit, being that the catalyst and muffler are way more restrictive than the slipon... I guess i shoulda picked the TBR VALE slipon too...
As already mentioned a slip on doesn't really do much for performance, or making your bike louder in this case. The stock slip on on the 06-forward R6 is pretty much straight thru, the large box under your bike is a muffler, the cat is built into the header tubes. Removing the muffler under the bike (bolt-on y-pipes do this) require cutting your factory exhaust. This will make it louder, but the cats (in the header tubes) still quiet it down some (it will still be considerably louder though).
As mentioned the 05 headers can be used, you'll have to enlarge the holes in the flanges to make it work. It's a fairly easy swap, but not a direct bolt-on. And the you'll need a pipe adapter on the output.
Y-pipes come in both bolt on and weld on. Bolt on will just remove the muffler, weld on will remove the muffler and cat.
The adapter is something you can get at the autoparts store, or have an exhaust shop make you one up.
If you don't get it mapped, it will generally have a couple hi-cups in the power band, and will can run lean, which can be bad. Lots of people run without the tune for a while, but most end up getting a power commander.
If you are going to get a header, either just buy a header, or go with the MJS route. I know I never can find 05 headers for $30.... If it's not really what you want, you'll just be buying what you really want later. Makes more sense to save money and get what you want the first time around.