I'd say ALWAYS get a can that comes with a midpipe for a '2nd Gen' Bandit... because a lot of the power gain/weight loss is to be found there. I also think ones with a midpipe are easier to install than bolt-ons.... and the price difference is typically minimal.
I'd guess that only about half of the cans on the market actually do come with a midpipe though. Some manufacturers call their exhausts "slip-on" when they are actually bolt-on, (no midpipe) so ask before you buy.
Yoshimura, Holeshot, Leo Vince, Muzzy, Akrapovic... are a few that I know of that do come with it.
The difference in power gain between most of them will be negligible... so find one with a midpipe that you like at a good price.
(My personal opinion is that Two Brothers and D&D are the loudest pipes on the market for the Bandit.)
JC Motorcycles & Starcycle are reputable companies and always have good prices on Ebay for Bandit exhausts.