I used the Rush slip=ons and like them, some don't. They really opened up the sound without being too loud at least for me. The SE's I heard on my friends bike didn't seen to make a lot of difference on his stock motor I have heard that they open up a little more on a big bore (100" pluss). there are a ton of different offerings out there and sound is a very personal thing. Best way is to try and find similar bikes to what you have with a slip-on that you are interested in and take a listen to em.
My personal Fav for fuel , especially if you are going to do engine mods at some point is the SERT available from your HD dealer. The problem hee is that is more expensive than most due to the fact you have to put in Dyno time to get it right and also that it is only good for that bike forever cannot be transfered should you change bikes. PCIII is also a good choice if you are going to modify and can be switched to a new bike. If you are just going to put slip-ons and a high volume filter on then the TFI mentioned above should do you fine.