I have a 2005 Hyundai Elantra we are getting code P0420 Catalyst system efficiency below threshold bank 1, do you have any idea on what we should check or change first on this car?

Possible causes: Three way catalyst converter Bank 1, Exhaust tube, Intake air leaks, Fuel injectors may be faulty, Fuel injector leaks, Spark plugs may be faulty, Improper ignition timing, Engine Control Module (ECM)....If there is a problem with the engine missing, it would cause the catalytic converters to go bad. Make sure the engine is running correctly. As the code description implies the P0420 code means that the vehicle's control module has detected that the three-way catalytic converter is not working properly (is not as efficient as the factory is expecting). Replacing the oxygen (O2) sensors may sometimes fix the code, but in most cases the catalytic convert needs to be replaced to fix the problem. If the P0420 code is combined with other codes, try fixing the other codes first.

When we bought the car we were told that they just replaced whole exhaust including the catalytic converter, I am guessing they used an after market one. We would have to change that to a Hyundai one? This is the only code that we are getting the last code was for an evap leak and we changed the evap canister in the manifold that code went away and now we are getting this one.

Try clearing the code out of the computer. Maybe the code was not reset after the exhaust was put on, the computer would store a poxxx code until it is cleared.