the stock pipes do not have removable baffles. If you're looking for better sound, your cheapest option is to install a set of aftermarket slip ons. i've heard that people have been doing this on the 07's and newer without any other changes - apparently the ECM can handle the swap without trouble, and the bike runs fine.
However, if you're going to the trouble, it makes more sense to do the stage one - upgrading the mufflers without upgrading the air cleaner and EFI map will make your sound better but will not increase power by much. When you do the air cleaner, mufflers, and remap, you will end up with an engine that runs more efficiently and has more power, and of course sounds great.
oh yeah, I forgot to mention - I bought my first H-D, a sportster, used but stock, and rode it for about 4 days before the dealer had time to do the stage 1 (this was before I knew anything - now I'd have installed it myself) Anyways, after the stage 1 there was an obvious increase in power in addition to the awesome sound - guaranteed to affix a big smile on your face at least until you go to bed that night, probably longer!