I would definitely be interested in headers just to prevent more exhaust manifold replacements due to cracks and broken studs.

A couple ideas..
1. Don't use a Y-pipe. Do seperate headers to seperate Hi-flow cats, to an H-pipe or cross-over pipe to equalize pressure.
Either make it into a true dual exhaust or connect the two into one after the Cats (if at all possible). I have no problem getting pipes bent up and custom hangers made to accomodate the H-pipe, dual cats, and dual mufflers, and tailpipes. So money can be saved there.

2. EGR pipes and O2 sensors are a must unfortunately. :rolleyes:
My truck went on the Dyno for the first time for NYS Emmissions Testing last month. It passed with flying colors at 70k miles with just sparkplug wires, dist. cap, rotor changed around 5k miles ago.
I'd really hate to have problems getting it to pass emmissions on the dyno, especially as it gets older and starts burning oil.

NY doesnt care if the SES (Service Engine Soon) Light is on. At least I have yet to see a car fail because of it, I may be wrong though.
Mine passed with the ABS light on and an ABS cable cut on the front.

3.The price doesnt sound that bad either. I just dont want to be the person installing them. I'd rather have a shop do it.
I hated installing Headers on my Nova with plenty of room, I cant imagine cramming them into the cluddered engine compartment of the X's.

4.Are there any issues with heat and any of the wires, cables, etc. near the exhaust headers?
Is there any special shielding or padding required?

5. Will they interfere with the mounting of the power steering, AC or any accessories?

I think thats about all I can think of right now.
Those were just concerns of mine, and suggestions.
I hope this helped a bit with the design.
Looking forward to see the results!!