First headers do no require a tune, they do not alter fueling enough, the PCM will compensate.. Now my opinion.. In an emission requirements location , unless it is a step towards planning on future mods I would avoid headers. Header HP gain is proportional to other mods, that require more air through the engine (CAM, RR's, heads). Stock manifolds are less of a bottleneck on a stock setup, however that bottleneck increases with other mods. I installed my LT's in preparation for cam and valve train mods the following year, never really felt any drastic performance differences in that period, but some say different. If you go emission legal short tubes the gain is not very drastic, guessing at 10-15 HP. If you go long tubes the gain is about the same on a stocker however you open up pandora's box. They eliminate the cats, so you need to either fabricate some sort of aftermarket solution to get through inspection. Or go plug and play header setups w/cats in the Y-Pipe , that very expensive. Fulfillment is not always easy, they tend to hit things after installation, may need new engine mounts, or just some cutting, banging, etc. Ground clearance is reduced, and you need to re-torque then periodically, some gaskets tend to have problems. Re-routing plug wires is required to prevent burning on the primaries. O2 harness require extending that if done shabby will cause problems. Bottom line I would do them again, but not on a stock DD.
To me a performance tune is the best bang for the buck, it's a very overlooked mod.