By slapping an aftermarket exhaust system on your car, you can gain a few horsepower and achieve a richer sound. Please be sure to choose an exhaust that's designed for performance, and not a "fart can," or you'll be seen as a douche. 

Axle-back exhausts only replace the part of your exhaust that's behind the rear axle, and are cheaper than, but not as effective as a cat-back, which replaces everything behind the catalytic converters. Either way, whatever you get should be well less than your $5k limit.