Rules differ by country
Every country has its own rules for modified cars, and some require approval for changes to the engine or exhaust. Check the rules where you live before you buy parts. This article explains what to think about; it is not legal advice.
Emissions and inspection
The part that most often causes trouble is the downpipe. A catless or "race" downpipe removes the catalytic converter, which breaks emissions rules in most countries and usually fails inspection. If the car is driven on the road, choose a catalysed downpipe, and keep the original parts so you can refit them.
Noise
Loud exhausts and pops-and-bangs files can also break local noise rules. If you choose a louder exhaust, check whether it is approved for road use where you live.
Insurance
Tell your insurer about every modification, including software. An insurer can refuse a claim if the car was modified and they were not told. Keep receipts and a list of all changes, and ask before you modify rather than after.
Warranty
Manufacturers can refuse warranty claims on parts affected by a tune. Some tuners offer their own limited powertrain warranty for their Stage 1 files; where they do, our guides mention it.
When you sell
A car that can be returned to stock is usually easier to sell. Keep the original software and parts, and be open with buyers about what has been changed.