Hey pastorfreak, member Hondax runs D&D's and they sound good. They offer the most bang for the buck. A lot of the the exhaust decision process is more appearance and sound, any differences in performance gains between products is going to be negligible. Most manufacturers claim between 15 to 22 HP gain. If you eliminate the cat box you will not only shed 10-15 pounds but increase performance and exhaust will be louder. And don't forget Triumph sells "off-road" pipes also.
I have Maddogs. I picked them because I liked the slash cuts, the stock-like set up and after listening to Toystoretom's, the sound.
In the Prop Wand FAQ section I have in the Rocket Performance thread, links to just about every exhaust that is made for the Rocket. In the Multimedia section I have sound links to a few also.
The Rocket won't sound like a V-Twin, but it sounds mean. As far as adding more torque, stock the Rocket has twice as much torque as an HD, and with each mod (exhaust etc) both HP and torque seem to increase proportionally.
One of the best ways to increase performance is with a Tuneboy. Not only will it help sort fueling issues, you can circumvent Triumph's power limits on the Rocket, the secondary butterflies and ignition mapping in the first three gears.