My personal experience, through early years of hot-rodding and round tracking, is to use quality brand headers AND quality brand gaskets. We did that and never had issues, other than maybe a once re-torque. The Victor brand graphite gaskets always seemed to work the best for us.
Early on, all you were concerned about was that you could brag you had headers and glass-packs and it was loud, and how much all of it cost. Later on you figure out the advantages of tube diameter, tube length, extension lengths, exhaust flow characteristics, etc., and you're ashamed about how much you spent on an exhaust system.
Old school mechanic told me years ago, you can't get fuel/air IN, if you can't get the spent exhaust OUT. That still resonates with me.
Mike