welcome to the insanity, er fun I mean!

on the headlights, stock is the best for actually lighting the road. The aftermarket projectors require modification for truly good lighting. AZDave has a writeup on his personal site on how to make them light the road www.rcaz.com (I'd give you the direct link but the stupid work internet won't let me axcess the page)

as for your header issue, the Ebay headers are ~$75 shipped and mark (bulletDSM) was using them for a long time on the fastest NA DSM out there.