Question, do you have any warrenty left on your 02 SE?
If it is a single exhuast then a high flow cat might be sort-a pointless without a performance muffler! (But you have one!)
The GM/Bosal unit on my 05 SLE isn't to bad. I have done some serious research and Bosal the company that I know makes the dual system for the 01-03 Aurora 00-05 Bonneville did a pretty nice job making them performance tuned or whatever you want to call it. Check GM Performance Parts, Flowmaster, Magna Flow, and my fav for a 3800 powered car Borla (they sound fabulous!) If you muffler is not a Bosal then may I suggest upgrading your muffler to a high performance one. And what about dual mufflers? Never seen a 00-05 SE with duals! You could be the first! Good luck answer the questions so I can give you some more help! Good luck on this project!
Personally keep the cat stock until its goes out!