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The Mille is great. I did a lot of research before settling on my Tuono, which is basically a "naked" Mille with bar risers. Everything I read let me to believe that the Rotax engines used in these bikes are real solid. I remember one write up that said that the aprilias had all the sex appeal of a Ducati with the engineering / reliability of a Honda.
You can pick up a good used 01'-03' Mille for between $7K-$9K. The R will go a couple grand more. The 04' - 06' Mille is has been updated and the standard model is now called the RSVR (go figure?) the upgrade changed to the RSVR Factory. I liked the older version for the looks and cost so I'm not real sure of the newer versions prices.
As for the pipe, Akropravic is a great one. That is what I run on my ZX-9R, and I love it. Most aftermarket pipes are not street legal do to the additional noise levels. In the UK they test these but in the US MOST of the time it is not an issue (Yet). I run an Arrow slip-on on the Tuono, which has a baffle that keeps the noise within the Euro limits...that is, if you put it in.
Anyway... good luck with your shopping and be sure to check out that website.