Mr. 5.0 still recommends front-to-back exhaust replacement and all at once, if possible for ease of installation and time savings.
Installing just mufflers and tailpipes does little for performance, but swapping out the factory headers and most importantly, replacing the factory cats with an 'off-road' H or X pipe or at least some low-restriction cats is a performance-enhancing modification.
If I could only do one thing at a time to my exhaust and didn't want to wait and just assemble parts, I would replace the factory cats first, replace the mufflers and pipes next and add headers, last.
Headers are expensive and can be difficult to install.
You need to know what kind of heads or other engine mods you are seriously planning on adding (not just dreaming about) to help you determine the right size, brand and (most important) type of headers to buy.
An H-pipe, hi-po mufflers and bigger pipes won't hurt anything but the wrong headers can be an expensive mistake.
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