With SD Headers you need/want:
2 x 2.25" band clamps
2 x 3.00" band clamps
I prefer to get them from FrozenBoost.com as they are $5 each and the shipping is pretty quick.
The SD's do not have a cat in them. I would suggest getting a 3" high flow. You may want more 3" clamps as the SD headers come with a straight pipe where your cat currently resides.
SD's do have a rear O2 bung in the same place as your 97-03 car.
SD's will require an O2 extension, extending the O2 wires or getting an O2 with longer wire (Bluegtp91 knows the part number)
SD's will usually require you to move the edge of the tunnel/firewall for O2 clearance.
I install a lot of headers for people. The only time I use RTV is on TOG's because their donut style setup often leaks. All slip fit headers do not give me leaks. I install the rear fully. The slide the crossover into it and as the front is installed I tap the crossover near the front to crossover connection with a rubber mallet to seat the pipes together. Once clamped, there's not a leak.
For more tips/tricks, please see the "How to install headers (the easy way)" thread