Long tubes? Shorties? Keeping the cats? Deleting the cats? There are several reputable header companies out there:
Kooks, American Racing, Pacesetter, Doug Thorley....
I would suggest ceramic or coated in whichever brand you select. You will most likely need a tune of some sort to get the most out of the headers. Also a cold air intake and a muffler other than the stock one.
MPG and HP numbers are probably going be real close between brands.
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