I have been thinking about getting some headers. I have seen some from OBX, PaceSetter, and some on ebay from ssautochrome. Does anyone have any pros and cons from each brand? I want to make sure that the ones I get have a space for the O2 sensor so I can still pass smog. I have a 95 GS with a cold air intake and exhaust. I would appreciate any help.

one con form gettin headers is one will be sitting in your garage colecting dust while the other ones on your car, you only need one for an eclipse buddy ;)

LOL... I know there is only one, headers is a generic term. But seriously, will aftermarket headers make any substantial difference, does it pay to spend more on an expensive one will a less expensive one perform just as well?

I went down the same road as you, 99 gs exhaust, CAI and i was thinking about headers.  There between 100-200$ depending, there isnt much difference in them all ceramic is better.  Really the enixpinsive route is to wrap them in a heat sheild type tape stuff(you know what im talking about). The bigger diameter the better, the cooler the better, but really it doesnt make but a few horsepower if any.

The GS doesn't increase much with headers, due to our stock exhaust manifold already being pretty well designed...

If you're doing it for looks, invest in some coated ones.
If you want a better sounding exhaust, just get some cheap ones and wrap them up with exhaust wrap...

click:
http://search.ebay.com/ws/search/SaleSearch?from=R8&ht=1&sasaleclass=2& satitle=eclipse+header&sokeywordredirect=1&amp ;sosortorder=1&sosortproperty=3