I have been running headers for a long time and they have their disadvantages. The headers will require replacing from time to time. It isn't just that they can corrode from the outside, but they also corrode from the inside. You have more noise in the cab with headers, and you also lose the heat riser which can make running in cold, or damp weather a problem until the engine warms up.
Like Wrenchbender says, you don't start to see the difference in power unless you are running at high RPM. A stock manifold with dual glasspacks sounds almost as good as tuned headers and costs less in the long run.
Bob