The exhaust is the best thing you can improve on a CRD. A chip with stock exhaust is a waste of money, with a bigger exhaust the chip really get the engine working nicely.

However, you might get a similar improvement with exhaust and a Cross Country (or other good brand) heavy duty intercooler, and Nissan would probably be happy to see an aftermarket intercooler there because they won't have a warranty claim to deal with when the standard intercooler tanks crack...