HKS sells a cat-back system in the sub $400 range for the CR-Z. Its not too loud but from the videos I've seen it does sound pretty good. I went with the HPD exhaust from Honda but it cost me somewhere around $1400 total. I wanted the center dual tip look and HPD was the only way to go for US models. If you did the HKS system and then a downpipe, you would have a nice sounding exhaust setup. I also went with a tegiwa downpipe that cost around $155 converted from UK pound sterling.
2011 CPB CRZ
Suspension work, intake, exhaust/2nd decat
2017 Black EcoBoost Mustang
Suspension work, Bolt-ons, BAMA tune