"Pipes" is a catch-all term for a lot of things. Most of the time when someone says "pipes" they're talking about the mufflers and the associated tubing.
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OH and if I say screw it and go with some axel backs for sound will I lose any HP over the stock ex I have?
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If you change out your mufflers (same thing as axle-back, just a different name) then your car will be louder. Your HP change will be zero: no loss/no gain
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How much is it to do the headers anyhow?
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Headers cost anywhere from about $500 to $1200 or so, depending on what brand you get and how they are made. Cheaper headers are made ordinary steel that is painted. The paint will burn off over time and the pipes will rust. Better ones are steel but have a ceramic coating. The ceramic coating is a lot more durable than paint, and it also helps trap heat in the header, which is good for performance. The best headers are made of stainless steel, which is rust proof and its naturally low heat conductivity does the same thing as the ceramic coating. Performance-wise they are all very similar, the only difference is how long they last and how good they will look after some time has passed. You also have to factor in the cost of installing headers. I would figure a couple/few hundred $$$ for the install. It is not difficult, but it is very labor intensive. Headers will not affect the "drive-ability" of your car. They just add HP.
To quote myself from an earlier post:
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Are headers legal? That's a tough question, it depends on what you're asking. Longtube headers are certainly no more or no less legal than short-tubes. The key is that you're changing the exhaust system of your car. It doesn't matter HOW your're changing it, the simple fact is that you are changing it. That's what will get you in trouble according to the letter of the law. The only way to stay 100% legal, according to the letter of the law, is to leave your exhaust system completely 100% stock, or to use only those upgrades which are CARB certified as OEM-replacements, which are few and far between.
Practically speaking though, the only way you'd have legal trouble with your exhaust would be if you had something that was obnoxiously loud and you pissed off the local cops, or if you failed your inspection/smog test. You piss off the cops if you have a very loud exhaust and/or you drive like an ass. You fail the smog test if you take out your cats. So, if you you run mufflers and cats your chance of getting busted is pitifully low, regardless of your headers/H-pipe.
The Dynatech kit that I bought has (high flow) catalytic converters. Cats are expensive, but it means you don't have the smog test hassles. If they do a visual inspection, they will look for cats. Or, if you live in an area where they do a tailpipe test, then you will need cats to pass. The other option is to buy an "off road" X-pipe or H-pipe, and then swap in your OEM pipe (with the cats) whenever you have to get an inspection.
Headers will alter the sound of your exhaust somewhat, but it's subtle. Loud exhaust or resonance has very little to do with the headers. Resonance or obnoxious noise levels come about when you change your cats or your mufflers. H/X pipes or headers won't affect sound levels very much, so long as they'e not also deleting/changing the cats.
It has been documented that the OEM mufflers flow extremely well, and aren't a problem until about 500+ RWHP.
That being said, you change your Headers and Cats if you want HP. You change your mufflers if you want sound. Replacing your mufflers (cat-back or axle-back) doesn't gain you an appreciable amount of HP. You could put in headers with your stock mufflers and your car would sound pretty close to stock...but you'd have some good HP gains to show for it. On the other hand, you could keep your stock manifolds and install just mufflers (or axleback)--in which case you'd be louder, but would have no (or very little) HP gains.
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...if you are moving to Cali, then ANYTHING you change on your exhaust system would make you techncially illegal. The law basically says "you cannot ALTER the emissions or exhaust systems period". The only exception are parts that have a California Air Resources Board exemption (CARB #).