I'd recommend sticking with the stock exhaust until the engine is broken in. This will do two things for you:
1. Allow you to get more familiar with the truck and tuning of the engine.
2. Allow you to decide whether or not you really need a different pipe or not. The new 2.5 is a pretty decent performer out of the box (according to most reviews).
Before worrying too much about the exhaust, I'd get some of the following things (listed in order of priority):
1. Fuel filter
2. Upgrade the air filter (your option as TRAXXAS swears by theirs, but I personally think the engine will breathe better with a Motor Saver on it).
3. Turnbuckle rod ends (beefy as they might look, these things give out pretty quick with repetitive big air and bashing).
4. Some decent skid plates to protect the undercarriage (the plastic stock ones work well, but a center skid and steering servo skid add some additional protection where it is needed).
5. A better steering servo and the Pro-line servo-protector set-up.
The rest is up to you, your wallet, and your taste. If this T is going to be a pure basher, you will want to get a healthy bag of spare parts. If you are going to race the new toy, you will need to get the rules for where you plan to race as they will most likely limit what you can actually modify.
Welcome to the board.