I believe a 2 into 1 system makes the best power. Today's Harley's come with catalytic converters. They rob sound and power. So, a whole system is probably the best. But, you can pick and choose both the header, and slip-on's.
I was just talking to the Dealer today and was told the 2 into 1 exhaust is good for low end torque and the 2 into 2 would give a better sound. A complete exhaust system would probably need a different free flowing air cleaner along with remapping. But, a slip-on would not require that extra work. I had put slip-ons on my 2012 Sportster 1200 Custom without doing anything else and loved the power and the sound. Actually my Sportster was quicker off the line than my Dyna Low Rider.
Slip ons, gets rid of 2 catalytic converters, breathes better, engine oil tem goes down, your right leg will thank you & save some money.. Get a set EXIDES and your engine will run cooler. A/C kit would help with the power. Good Luck