Hi Macca,
Welcome to the forum mate!
Once air goes through the filter it goes into the plenum, this distributes the air evenly into the 6 chambers (as its a v6). A plenum spacer is just that, it spaces the lower part and the upper part of the plenum further away from each other which in effect makes the plenum capable of holding more air. (Imagine filling a burger bun with an extra thick burger instead of a thin one like mcDonalds serve haha)
Because the design of the V6 there are two exhaust manifolds. (basically 3 pipes coming away from the engine at each side like this http://z-store.co.uk/index.cfm?fuseaction=product.display&product_ID=8838&ParentCat=30. Each of these then go into a catalyst. A catalyst is part of the exhaust that takes bad gases and turns them into less harmful gases for the ozone. The bad thing about this is that the cats are restrictive and slow the gas flow thus reducing performance. High flow cats do exactly what they say on the tin and are good because you dont need to swap them come MOT time. You can get cat delete pipes which are just plain pipes that replace where the cats have been, although they wont pass the MOT test so you'll need to put the standard cats back on come MOT time.
From each of the cats theres the y pipe, like this http://z-store.co.uk/index.cfm?fuseaction=product.display&product_ID=8742&ParentCat=30 that brings both pipes together into one pipe. this then goes into the back box which looks like this:
http://z-store.co.uk/index.cfm?fuseaction=product.display&product_ID=8828&ParentCat=30
Most cat back exhaust systems for the Zed dont come with the Y-pipe section, however you can always buy the one in the link above.
The NISMO exhaust system does come with the y-pipe. Many people chose the Nismo as its got one of the best sounds and its well built being a nissan item.
Air filters id' advise to get the JWT popcharger or K&N typhoon. both will sound great.
All the items are street legal apart from the cat delete pipes as it can fail an emissions test. and all cars from 1992 (i think) require cats.
If you look at the Z store ive linked you too theres plenty to choose from so just take your pick. Some other companies who post on here maybe able to do you a good deal too. BigPhil, Tdi and Adam@ z1 auto to name a few.
Oh and dont forget if you dont know,... without a tuneable ecu you wont see many, if any, power gains at all as the standard ecu compensates for the modifications. Most people add the cats, filter and exhaust purely for the sound. Plenum spacers are meant to add a small amount of power but this is debatable and still un conclusive.
Good luck anyway! Hope ive helped in some way..
oh by the way what civic did you have?