Had you searched on here first, you would have saved yourself the hassle of contacting cobb. Anyone on here can tell you a CBE does nothing gain wise.
You don't need a catted DP, but if you choose to use one that's your choice. Why a heatshield? That's going to do very little. Get a DP and a CAI. If you have an AP already then just go with their tune. If not, then I would contact torqued performance (Eric) and go with an opensource tune.
A heatshield is ok, but a turbo blanket is going to keep your temps cooler than anything else. Get the heatshield later.