Headers would be part of a whole "flow" system, and while they might help at the top end, you might lose torque at the bottom.
Normally, if you increase the ability of the engine to move air, then you would need to open up the exaust to let it flow out that end, but by itself, the gain is minimal.
On other engines I'm familiar with, the upgrades are as follows:
low restriction air filter: 5 Hp
low restriction Muffler: 5-10 Hp
header: 5 Hp
all together 20-30 HP (at the top end)
Now, if you alter the intake, add cams into the mix, port & polish the head, etc. then you can get another 20-30 HP, and by fiddling with cams and cam timing adjust where the torque and power are made to some degree. Power cost money. How much do you want to spend?

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1978 shortbed fleetside, th350, Fireball 231 Even Fire V6, Edelbrock 500CFM Performer with Edelbrock intake. Workin' Truck.
