I have both now. (or have done)
I bought mine, used. with a dynojet, and supertrap on it. I was having running problems and mpg problems. the problems stemmed from not being set up right.
I have since gone back to stock 100%. then modified everything the way I have learned from these forums. I think you should shim, and adjust mixture now. dont wait or add a aftermarket exhaust. I dont think adding one will give you mpg problems, as long as you follow advise closely about jetting. You will have problems with mpg's if not done correctly. I was down to about 30 mpg at one time.
However, I also know that adding exhaust does really add alot of performance to the bike. it is lighter tho. I hated the loudness of the supertrap. I love the stock for noise.
I now am shimmed two washers. unifilter, 2.5 turns out. It runs great and all my mpg problems are fixed. making these changes will not effect you mpgs alot, maybee 2mpg.
hope it helps. remember you will get about four other varieties of advice. you decide, and be ready to play with it. its a science you have to stumble upon. all bikes are different!!
Steve - Tazmanian Devil
PTB - FTM - KTF