I had nothing but good things to say about the Milltek I had on my 1.8T Leon Cupra. It made a dyno proven 4 bhp gain with no other mods, fitted, sounded and looked spot on.
However I have heard of a few diesels showing soot stains out of hairline cracks in recently fitted Millteks. Quite a few have had theirs replaced under warranty, which has solved the problem (for now) but the whole point of a stainless pipe is to fit it and forget it.
I don't think I would go for a custom pipe as an alternative. These are just made up from assorted pipes and boxes that are in stock. There is no development work other than the time spent making them fit nicely. There is no guarantee that they will work properly, and could even loose you power