I used to have the HKS downpipe which if I recall was a 3 inch downpipe mated to the 2.5 inch stock catback (later partialy replaced with a 2.5 inch Prodrive axleback). I didn't have any problems with that setup.

I just ordered the Helix 3 inch downpipe and plan to mate with a 2.5 inch catback (again with the Prodrive axleback) on the STi. I don't expect any problems but I'll let you know if I do.