We have the same bike, and I did feel there was a noticeable power gain when I went to a Yosh RS-3 race slip-on. (Without any carb mods.)
Here's a pic of a Yosh RS-3 on my bike:
http://i5.photobucket.com/albums/y156/PaulVS/bike-nye.jpgI picked up my pipe on Ebay for $150 brand new. If I hadn't gotten that price I'd probably would have bought the Holeshot can. The Holeshot can is much smaller than the stock can, the Yosh is a little bigger than stock.
From what I've read of your posts... and considering your bike is brand new... it seems you have one of two problems:
1. You're overly sensitive about the throttle response of a B12.
or
2. Your bike has some abnormal carburetion problems going on.
You may have a badly tweaked carb set-up from the factory, but given that it's minor... you're probably not going to find a dealer that says "Yep... we'll fine-tune your carbs under warranty until they're perfect!".
So in my opinion.... the only way to fix
either/both of those issues is to get
both a slip-on and a jet kit.
I personally recommend either Holeshot or Yosh exhausts, although just about any aftermarket exhaust is going to improve your HP.
As far as jet kits... either the Holeshot Stage 1 or Ivan's Jet Kit are probably the best option. Factory Pro also makes a well-respected jet kit for the 2nd Gen Bandit.
I would stay away from D&D exhausts and Dynojet or K&N jet kits as I've heard they are the 'bottom-end' of the quality spectrum.