Yoshi pipes are just another way of saying Yoshimura. Its a type of exhaust system that comes in either slip on or full system. A slip on will add a few horsepower but a full system with an aftermarket air filter will get you some serious pulling power. And some serious wallet deficiency.
Plenty of companies make exhausts though. Yoshi's are quite popular though (Especially with Suzuki's)
Nah. Some will say they're all equal but usually the more expensive they are the better they are (Eg. Arata). This means HP gain, build quality and most importantly, sound! Yoshi's are just very popular (and cheaper than others), thus they are mentioned more often.
There's a good exhaust thread here. Yoshi options on the 05/06 (I assume this is your year model?) are limited to slip on or full in the RS5 shape. Then you can choose between Stainless Steel, Carbon Fibre or Titanium (From least expensive to most)
the 2bros on the 07 is a great kit at a great price. however if you don't have a pcIII you will notice a loss in lowend pull. just read around, look at lots of pictures and compare prices. then come out with something YOU like. a slip on is pretty much a slip on, some will have a better sound, some will look better. Really depends what you are looking for and where your budget is at