 A bit more info
The best designed headers are those that run 1 pipe per cylinder with the length and arrangement of each designed so that each cylinder's exhaust gas arrives in the single exhaust pipe with minimum overlap from another cylinder. That way there is less turbulence and therefore less back pressure from the exhaust and the engine breathes more easily.
Generally this is not likely to be significant under an engine throughput of 700 -> 800 cfm. In other words if you have a typical high performance road engine of 2.8 litres and above it would help but if a lower capacity the benefit is not so noticeable. The exception of curse are the high revving engines, if they redline over 7K (and you drive them much near the redline) then tuned headers would help.
Most performance lines from various car makers are already quite well outfitted with flowed and ported heads, tuned headers, etc., (talking about Honda Type R, BMW M, etc.)
By the way if you need to reduce compression by a small amount to cope with medium levels of boost then try getting a custom head gasket made up that is a few thou thicker than stock. Damn sight cheaper than an engine rebuild.
Cheers | 
LOL
). They generally branch from 4 pipes into 2 then 1. Yes they can affect the exit speed of exhaust gases especially if they are designed for performance. The standard type R exhaust design is actually pretty good as it is. Did you have a make of exhaust header in mind?
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