hey mate nice purchase. which version did you buy of the exhaust? the VQ? i got the shockwave TI and it sounds awesome
headers, are generally very pricey. will cost as much as the exhaust! labour prices to install them are high too, becuase it is a massive job to install the headers.
most people have tomei headers. otherwise you can go and purchase USA headers like stillen or other brands.
also, with the motordyne exhaust you have purchased, you can change the part after the XYZ pipe, to a test pipe / straight pipe or high flow cat. it comes with a resonated cat i believe??? (not too sure) but yes look at their website and see what else they have to offer.
keep in mind if you bought the VQ exhaust to keep the car "quiet", adding headers and other sorts of test / straight pipes etc. is going to make it louder
-mark