lak2004 is on the money.
Headers can be a PITA to install. Typically the better, and more expensive, ones fit better. But it's a whole lot more than that. The flanges that bolt to the cylinder heads are significantly thicker. The tubing is thicker, etc.
You really do get what you pay for. If you put in a really cheap set now, you'll be replacing them in the not to distant future, and be kicking yourself for not getting good ones the first time out.
The concept of headers is to reduce back pressure. Installing free flowing headers and connecting them to a restrictive single exhaust system defeats their purpose. If you install headers, you should also install a dual exhaust system.