As far as headers go, the factory didn't just design for mpg and emissions but also performance. The design they ship with is the best compromise between emissions (first and foremost- must meet or it's not produced), performance(assuming class mpg are met, this is 2nd), and mileage (this is second to performance, but not second, depending on application. If minimum requirements are met and it's not a vehicle made for mileage z performance dominates mileage for most of the design). The OEM spent a great deal of time designing the OE components to work the best they could possibly in a given application. Enginerds aren't always the bad guys. Do consider, majority is electronically modeled, compared to in late 80's early 90's when designers got to actually go to the fab shop and request x y z made a b c and get to try it out and play experimentally.. (not that not having that is a inherently a "bad thing"[TM]; reduced cost, less lost time, etc, but less fun for the real tinkerers employed, though I'm sure their numbers had drastically improved in both time spent designing and in desired target numbers)
Consider also, the header designers didn't have all the information that the OEM did when designing the headers.. unless you're making other changes to the intake tract/head/valves, you may actually lose performance by going to a header because you are changing parameters that perhaps, say exhaust scavenging, or exhaust resonance may play into in the OE design.
Just my $1.99. enough to at least get you a bottle water or soft drink. I'm not so cheap as to only give my 2¢.