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.