If you can install the headers on your own then i would keep an eye out for a cheap set.
I found some BBK shorties for my GT brand new in the sale section here for $80 shipped. Me and my dad installed them in a few hours and it was worth it! I havent done any other performance mods aside from exhaust and it wasnt a noticeable gain but the exhaust tone itself makes it all worth it. Headers should give you a bit of power though, just not much to where its something like gears which will be obvious. If you can get some headers cheap and can avoid the cost of installation its worth it to me.