Most people go for 4-2-1 as they offer a slightly more low to mid range gain and also 4-1's are more rare and expensive.
In Mild Steel you have the choice of
Sportex, Ashley, Janspeed, GMC
In stainless Steel you have the choice of
Cituning, RaceLand, SuperSprint, GMC, Piper
There are others but they are the main ones, I have heard very good things about SuperSprints Stainless Steel 4-2-1 but it aint cheap £300 I think.
Personally I had a Mild Steel Janspeed 4-2-1 but cracked it so upgraded to a Piper 4-1 Stainless Steel, I noticed more of a kit as the power came in after 4k but I change my complete exhaust system at the sametime so its hard to tell.
Its also worth mentioning, like I say when people ask which is the best exhaust.
IMO there is NO one BEST exhaust for a Saxo as alot depends on the state of tune of the engine but anyone of the above items we see a gain over OE Standard equipment some more than others but not by alot