Now we’re talking. Swapping in new a header is a little bit more complicated that swapping out an intake, but it’s not too far off. The benefit is better power. Also, they look cool and will likely make your car sound more aggressive than the stock units.
Be warned though. Depending on the header you buy and the place you live, you might not be smog compliant with this swap. Mostly though, headers alone won’t give you problems. Ditching your catalytic converter, though, might cause trouble.