An axle back is pretty much just the muffler and tip. A catback also includes the pipes from the mid-pipe to the muffler. On the new GTs, there's no real reason to get a catback. The stock pipes are already 2.5". I would just recommend you listen to some other peoples exhaust setups (check out Mustang Exhaust
) and decide from there. One manufacturer isn't really better than the other when it comes to most exhaust parts. It is just a matter of personal preference in sound. I have the JBA axle-backs and love it though.
I do believe that if you get the JBA headers, that you will need to get a matching JBA mid-pipe due to a change in the length versus the stock parts. I don't think this matters with any of the other brands. However, you may want to try to get the headers and mid-pipe from the same company, and then get whatever mufflers you want to go with it just in case.