Since nobody else jumped in, and your question should really only be answered by your dyno tuner, I'll help with the generics.
You ask if you need to "shim". I assume you are referring to valve shimming. You'll only need that if it's been 8,000-15,000 miles since the last shimming (people are deeply divided as to how often it's necessary). The jetting and or exhaust won't affect it.
A Dan Moto exhaust and K&N air filter.... Won't change the performance a whole lot. The pilot jets won't really be affected, it's the mains you might need to watch. Read up on how to do a proper "plug chop". Basically it's all about choosing a gear to ride WOT, get it up to speed, then hit the kill switch, pull in the clutch and coast to a safe stop. Quickly remove the spark plugs and compare them to a plug chart. You want the porcelain area of the inside of the plug to be a very light coffee brown or greyish and more of a powder than a stain. White or unmarked would show that it is running lean. Lean is bad mojo and will burn a hole in your pistons.
Even just pulling your plugs on a cold engine will give you an idea of what your doing.
I wouldn't think you'd need to up your jets more than 1 size. That's just a guess though. Basically if you've done anything you're running just a touch lean. Your exhaust and filter will be flowing more air through the engine, more air=less fuel. I'd pay the $100 or so for a pass on a Dynometer with a known tuner. You'll get the answer that won't burn your pistons or valves.
Thanks I contacted ca-cycleworks and they told me exactly what I needed to know! And I pulled my plugs and compared them to the chart which is the same as in my Haynes manual and I'm running lean. So need to get it rejetted and need to make sure my valves are ok!