Well as for the exhaust, it was worth it to me because my muffler had a hole in it... so $250 shipped for the catback was worth it, since it replaced the muffler and mid-pipe as well.... As for installation, it may be easy or may be a pain, depending on how rusted out your stock bolts are.... my friend had to do some cutting, etc, since my stock bolts/nuts at the mid-pipe were rusted and didn't want to come out....
to use a header you will need to have a shop fabricate and install a primary catalytic, since installing a header will eliminate the primary catalytic (and our primary catalytic has a very odd shape and size), which is essential for passing emissions and also if you don't have it in place you will throw a check engine light and the car may run strangely.... remember there is also a mini secondary catalytic as well...
I would invest in a header if I knew it came with a highflow catalytic that could easily be put in place right after it...
I don't know about emissions in Canada, but here in the USA in my state they are pretty strict at testing time...
If you install a intake, exhaust and header with high flow catalytics you will notice a difference... but also the noise levels will increase possibly to the point which is unbearable for daily driving.... just installing the exhaust I noticed a noise difference which I can tolerate.... it almost has the loudness of an open intake under higher rpm's.... a cone style open air filter will attract attention to you... but if you like those sort of things that's you're choice...