I have a decat and straight through exhaust. At first I noticed no difference in power only noise, after a while it seemed to improved and then I had a remap and I can honestly say my diesel feels more like a turbo petrol, there is no turbo lag and pulls on the turbo immediately after going up the gears. I don't think there is much power gains from a decat but the reduction in lag is well worth it. Some have emptied the cat but I'd advise not to because it creates a negative pressure on the turbo, it needs to be a straight pipe.
Took me around 30 minutes using drive on ramps on my driveway (4 bolts on the turbo accessed from under bonnet, 2 bolts into the flexi pipe and a further 2 bolts into either side of the cat to mount it. Best to look on the bay for a stainless de-cat pipe.
I bought it 2nd hand for £150 from a lad in Leicester. There is a custom power flow exhaust from cat back for sale on gumtree for £200 or nearest offer so £150 ish.
Mine is full stainless from turbo. Worth blanking the egr valve too