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I know that if I want the whole exhaust, I have to buy EX Headers, O2 sensor extenders, and the EX downpipe, but will EX catback exhaust systems fit or do I have to buy one for an LX. Their are way more options for EX and I would much rather buy one of those.

 
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I'm thinking the front would be since an EX setup has to stop at the cat (which is much lower than the LX). Given that, then there should be a difference in the catback setups due to the location of the cats. Since you're going the route of the EX pipe/cat, just get one for the EX or have one custom made for you.

EX Header -> EX Cat -> (should probably fill with EX Catback)

I'm doing the same thing, except I already did custom piping after I gashed my stock pipe. Now I'm doing the Header/Cat (picked a DC 4-1 and sticking that to a EX Cat), but the longer pipe/cat now extend past where my new pipe hooks up to the old one. I'm guessing they'll splice in a 3-bolt flange so we can just hook the existing pipe to the EX cat. Here's the thread with a few pics so far:

https://www.civicforums.com/forums/1...dc-sports.html

I just got the EX cat and 4-1 last week. Hoping for a day this week when I don't get called in to work, that's when I'll take it to a local muffler shop to get the cutting/welding done. I'll post up pics when it's done and hopefully the visual will give you a better idea of how it'll look.

 
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Simple advice and answer to getting more exhaust options would be to use EX parts on your LX, but you must use all EX parts such as:

Header:
http://www.dezod.com/pd_dc_sports_41...ic_ex_01up.cfm

Cat:
http://www.dezod.com/pd_random_technology_hiflow.cfm

Exhaust:
http://www.dezod.com/pd_dc_sports_tc...001up_2dr1.cfm

 
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I have or at least my wife has an EX.
Frankly it's like an Angry Mouse powerwise.
Don't waste your$$ simply Buy a quicker car. Most cars already are.