Anecdotally people report nice gains with a freer flowing exhaust than with headers. I believe AllenD is one person who did the headers after the exhaust and reported very little difference.

One thing that's often overlooked is keeping your engine well tuned and maintained. You didn't mention anything about this, but it should be Item #1. Change all fluids and filters, plugs and wires, cap, just keep the engine running optimally and it's not all that bad. And as I recently discovered, keep it in the powerband as much as possible - over 2800rpm to like 3500rpm and it scoots on the freeway.