Many VROD owners go for the Vance and Hines pipes. They've been doing very well with the VRod in drag racing, and seem to have an inside track with the HD enginnering dept. Quality products, no doubt. They have a few pipes, but my personal favorite for the VROD is their 2 into 1. Great performance, great look, neighbor annoying sound! Don't forget to take care of the intake side, and if you can, find a shop with a dyno to make sure things are dialed in before you ride off.
If you get a chance, I'd be interested to hear if you have any issues intalling the aftermarket pipes. There's been a good bit of talk about the EPA cracking down on aftermarket pipes and intake mods here of late.