Remember Blue, part of the reason he wants headers is to replace a cracked exhaust manifold. Downpipe won't help him with that.
I think headers are great by themselves, but getting an MPS with a 3.5" pulley would not be a bad idea.
I'd highly recommend you get a tune with the pulley drop. My 99 GTP had KR with 3.5, hia, and headers, until I tuned it. I'd say she actually ran quite a bit better with a 3.6 pulley and timing added. Obviously, different strokes for different cars.