I bought coated Pacesetters from zzp a few years ago and ran them for a while with a 2.8 pulley and intercooler until I took them off for the turbo setup. Coated is the way to go, and I would highly suggest welding the crossover to the y-pipe to prevent leaks. The big problem with the cheaper header sets like Pacesetter and SSAC is that they are clamped at the y-pipe connections, and the movement of the engine eventually pulls those clamps loose and leaks start. After I welded the y-pipe to crossover, I had no leaks at the y-pipe, however I did still have small leaks at the flange connection (triangular 3-bolt connector) which is also prone to leakage if not either welded or converted to a v-clamp. Because the Pacesetters drop much lower than the stock manifolds, they have a much shorter down/flex pipe, and any stock downpipe or replacement for stock is not going to be reusable unless somehow cut and rewelded.
It would probably be best to convert the stock plug wires over to something with adjustable boots, I have the PRJ wires which always worked great with the headers.
Once you install the headers about 10 times, the installation is a snap.I could put them on in a couple hours after I figured out all the tricks. The front is a snap. The rear is more difficult because of the limited space. The trick is to put a jack under the trans pan and lift the engine as far forward as possible. If you loosen the motor and trans mount bolts, the engine can be rocked forward until it hits the fans. Here are some installation instructions I put together a while back:
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