There is quite a variety of exhaust choices for the C5, and a lot of options for how loud you want the car.
Most options are around $1,000 for a axle back system, the louder systems are cheaper (because they don't really have a muffler). IMO the louder systems sound bad @$$, but they have a lot of drone on the highway that will drive you nuts after a month of owning them. There are some sound clips on youtube you can search to give you an idea of how the different systems sound.
IMO, be patient and keep an eye on craigslist and the for sale section of the forum. You'll be able to find a set of used pipes for about half the cost of new.