Well, it depends if your state requires an emissions check. In WV, we don't have emissions tests, but it is required that cats are present during regular inspection. Without cats, your downstream O2 sensor will kick you an engine light or service engine light, there are a couple of was around it..one being a tune (where they'll just shut off the code) or O2 simulators. Neither of which I have tried since we require cats...(or cats gutted out, they'll never know the difference)

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04 Torrid Red/Red A4
Pacesetter LTs & midpipes, Magnaflow SpunCats and Dual Magnaflow CB
06 PBM/Black M6
Stainless Works LTs Random Tech Cats and 3" Stainless Works CB