I'm not exactly sure what you mean "run it Stock" but.. Any aftermarket downpipe will require a tune. The power is in the Tune. You can do this through either an Accessport or a pro-tune.
and your gas mileage will start to suck because the car will start to run rich to compensate for the change without a tune
This is correct as far as the CEL. Some cars are more sensitive than others but if you get rid of the CAT the rear o2 sensor may or may not like it. I had to get an extra piece to mount the o2 sensor to trick the ECU. It wont affect much since the ECU doesnt use the rear sensor for adjusting. As far as the car running rich because of a downpipe i have never heard of that. You will have more back pressure cause a crackle pop sound but, you arent adding any extra fuel. If anything shouldnt freeing up airflow in your exhuast make you lean out because now the intake is able to suck in a little more air? I think a tuner would be better to answer this question.
Actually the rear sensor is used for long term fuel adjustment. Is it critical? NO. But your fuel mileage will suffer a bit.
There is no 4 inch downpipe available, so Ill assume you mean the bellmouth at the top of the downpipe. The Cobb is a very nice part but is very expensive. The invidia is a close second in quality and half the price. I almost always recommend the invidia to customers.
doesnt have as much to do with the downpipe as changing variables in the ECU. when the ECU has changes, it adds fuel to compensate for a change. the manufacturers do this to cause the cars to run safe if there is some change in the variables. rich is safer than lean
i have the cobb 3" DP with accessport.... you need accessport or pro-tune unless you like looking at a check engine light and a 4" DP is a little much for a stock turbo i think maybe a little over kill for even a 35r