You can also ceramic coat the header. Looks awesome But that costs $$$.
Also If you ever have plans on going turbo don't buy a header. You'll just end up taking it off later.
With a the parts you need you are reasonably looking at between $500 - $1000 for everything. For maybe 15whp.
If I was still modding my zetec I'd probably just save up for a jrsc or used turbo kit. Or go n20.