There's a number of issues that can cause your symptoms but you gotta start somewhere!
EGR system, clogged intake manifold, failing injectors and fuel pumps systems (pressure regulators etc.) are all possibilities. Many of these will throw codes though.
Ever checked the engine breather?
I doubt your exhaust manifold is a problem - the pre-facelift cars had cast manifolds that never give issues - it was the facelift cars (LCI - 09/03 until 06) that had the stainless manifolds that crack.