headers vary on brand and how "hard" they are to install. whatever you do stay away from pacesetters imo. i hated them. if you want the easiest install with no big, i think togs or zzp's are the way to go from what ive read.
however, people have been posting good results with these, Pontiac Performance Racing Products for International Sales from SSAutochrome Inc. . slp knock off's, stainless steel, $350 shipped.
wbodystore.com is another site you can check out...
if your doing a cam and headers you can run smaller then a 3.5 WITH TUNING. i would still look into intercooling being one of the first things. dont get a cai, at least not new. most dont see it being worth ~$200. i would get an open cone that fits and run with that. also, canned tunes tend to be frowned upon now, a powrtuner can be had for ~$250, access to the powrtuner site lets you d/l the 1.5 file to get you started, then you can do your own tuning in the future. just my .02
