I have a 1999 Saturn SL2 with a CA exhaust system and it is developing leaks. I would like to replace the whole system. Since I do not live in California, I would like to replace it with a FED version (from the exhaust manifold to the muffler). Is there anything else I need to change?

Depending on exactly where the system leak is, you will likely have to replace the parts from the catalytic converter on back, in the business that is referred to as "cat back."
That portion of your exhaust isn't considered Cali or Fed but is often simply for controlling the outlet location (preventing exhaust from entering the passenger compartment) and noise abatement (hence the muffler).