I have been looking at headers as well, found some from Dynomax PN#19421. However, the engine compartment is so small and aside from sound (which I love), I am not sure if they are worth the investment. My next step is either lift and tires or a Jet/Superchips performance chip. The Superchips is twice the price but it will change the speedo when you add larger tires and also has a few performance levels.
'07 4.7L, QTII, duel power & butt cooker seats, remote start, class IV tow group, tow hooks, factory skid plates, Light Greystone..........Poweraid Throttle Body spacer, 6000K HID low beams & fogs, AVS Rain Guards, Flowmaster 40 muffler, Daystar 2" lift, Bridgestone Revo 2 31" x 10", Cobra CB, front sway bar disconnects
My Youtube: http://www.youtube.com/user/cnorrss