Exhaust Question

no you do not, catbacks are designed to fit the stock midpipe. X pipe is more racey/exotic (think ferrari) and H is more classic (nice rumble)
X typically loses a little torque but has higher HP Hs tend to have down low torque but not as much top end HP
 
Do you have to get one? No. But it doesn't come included in any cat-back system, so If you want the additional flow and sound a mid-pipe will provide, you'll have to spring for it separately.

The difference between an H and an X-pipe is how the crossover is designed. As their names state, so is the shape of their crossover. H-pipes tend to be a little louder and provide a little more low-end torque at the slight expense of top end and the opposite is true for an X-pipe. That being said, don't put a whole lot of stock into it either way, as the differences between the two as far as power is concerned is minimal. Just buy them for sound.