Little-E,
The differences I noticed after installing 4" exhaust were lower EGTs, quicker turbo spool, and of course, the awesome sound.
However, similar results can be gained by removing the stock muffler... by your sig, it looks like you already have.
By the way, I have two complete OEM exhaust systems that came off of 2001. 5 CTDs if anyone is interested.
Dwayne