Kyle,
You might want to use the search feature. The 350F and 400F are virtually identical bikes outside of the engine and body. There are a few other differences, but they aren't relevant to your questions here. Check out the recent discussions on 350F tires, and you'll get all you need to know for your 400F.
The exhaust is a different story. A 4-4 system is going to be hard to find, and VERY expensive. The closest one I know of is a 350F 4-4, but that will set you back $1500 or so. I suggest sticking with the 4-1. Mac makes a decent one, you can find a race one at 400fourstore.com, and Kerker had some nice units. I have a Kerker 4-1 that I'll be swapping onto my bike soon. It weighs much less than the stock unit, and definitely less than any 4-1.
If you want immediate power improvement, then adjust your valves, clean your carb, and set your timing. Those engines actually make decent power.
Camelman