Thorley is a short tube header, good for high RPM but adds nothing for low RPM where the 22R really suffers the most. Yes, it will allow it to breath better, but the scavenging effect of the exhaust pulses are not as great.
Long tube header works better for lower end use ( where you usually need it when wheeling) and will help greatly for daily driving use and wheeling.
the biggest bang for the buck was header and exhaust mods on my Runner.
on my '85 Runner, I used LCE EFI Pro cam, Street pro valve springs and new rockers ( never replace the cam without replacing the rockers ) and new stock sized injectors. this worked well, but the real noticable addition of power was when the header and exhaust were added, LC engineering longtube header, 2" collector to new CAT, 2 1/4" pipe out of cat into FLowmaster and 2 1/4" pipe out the back.
My '85 RUnner has 33" MT's with stock 4.10 gears, will run circles around my '90 Runner with same cam and valve train, no header, bigger turbo muffler and 31" AT's with stock 4.10 gears. Both EFI
Downey Offroad, Northwest OffRoad, LC Engineering, and Pacesetter have long tube header, Pacesetter being the cheaper of all of them(quality and price) .
other areas to gain a little power, DOA racing Camshaft, DOA or LCE adjustable timing gear, better flowing air filter.
Keep in mind, the 22R/RE engines are good reliable engines, but never were power houses, it takes big $$$ to get big power out of them, and they still are not torque monsters when you do that.
some things to do on the cheap, clean the intake and throttle body, play with the timing a bit, and you can get a little more power, but mileage will suffer.
May also wanna check out these links too
http://www.nc4x4.com/forums/showthread.php?t=334
Enjoy.
Kevin