Headers aren't value for performance. They just aren't.
They're a total PITA to fit with the engine still in, it's possible but expensive.
Headers are something you should consider alongside cams as part of a proper N/A build, they're unlikely to give you more than 10bhp for your £2k otherwise. The fact that you've asked this question suggests that you shouldn't consider such a build until you do a LOT more research.
DB
Its not though. People will happily pay £8-900 for an exhaust setup & gain 3-4 HP. A set of headers & installation will cost around the same & give better gains.
Most people just begrudge paying the higher labour charges for fitting. Just get a decent brand of header & once they are in then its all good.
An engine out job? No. It is easier to do it with the engine out but its perfectly doable with the engine in place.
My setup was DC headers which cost me £75 on ebay (OK they were cheap, but DC's wont break the bank to buy new) & 10 Hours labour costing £400. Thats £475, Not much more than buying a pair of Berks