The traditional criticisms of stainless is that they cause more heat under the bonnet, they are less easy to work with and can crack and they sound tinnier than mild steel. However most people are willing to put up with this for the longevity of stainless. Most competition car manifolds and systems are not stainless because the longevity isn't really an issue.
If you fancy treating yourself the Alfaholics system is regarded as one of the best performing stainless systems and seems well made and easy to fit.
Alfaholics Stainless Steel Sports Exhaust