As far as I know, none of the Arrow exhausts are road legal in the UK. This is because Arrow Racing Products (to give them their full name) design the pipe for the bike, not the regulations. I think the expense and hassle of getting EU certification and a kite mark also puts the price up...
...but this shouldn't put you off. I had to decide about 6 months ago which pipe to go for, as the hole in my OE silencer was big enough to affect the running of the bike and had already been welded once.
In retrospect I'm glad I didn't go for the Lazer ProDuro, which is basically your other option with an XT. You should search for Lazer / Laser and think carefully before buying one, as I know of at least one user here who has had trouble fitting the pipe, and another whose silencer destroyed his rear brake caliper. The clearance doesn't seem to be there - a **major** design oversight.
Re: the Arrow pipe, you get really good increases in power and torque with (it seems to me) no zone of reduced performance. The best thing about the pipes is that they are so well-constructed though. They are fully serviceale and also repackable, in case they are a bit loud out-of-the-box. I was informed that I could repack the pipe to be easily quiet enough for EU regs - it's the damn markings that cause the problem.
I will be putting the original back on for the MOT - a 5 minute job. I will then replace the Arrow as soon as I get home. I don't think you'll have any problems with the Arrow in the UK; I have been stopped by a Met policeman in Central London for a check-over since I had mine, and he didn't bat an eyelid. It would only become an issue if you were riding like an idiot, had a tiny numberplate, had no brake lights AND had the pipe, if you know what I mean.
Mine has also saved me from running 5/6 people over while filtering and has also alerted countless other (dozy) drivers of my prescence. A good thing? Definitely.