No welding! This is a very easy job. The exhaust comes off in 20 mins or so, and I'd remove the whole thing as there is some hammering involved to chisel the cat material out of their chambers. You could remove the headers and leave the rear pipes on, but I ran into a little difficulty separating the two pipe sections at the joint rear of the cats as there is some type of sealant in there that acts like a glue. So I'd pull the whole system off the car to spare it from bumps and scratches. Once separated, it's smooth sailing.
It's not really a sealant per se, it is anti-seize. It keeps metal pieces (in this case the front and rear pipes) from corroding together, so that you can get them apart again if you ever need to.
I just wrapped my headers and removed the cats and baffles and will post a new thread about it soon. I'm not completely done with the project yet.