Drudis,
I'm sure you have already found you can buy headers pre-coated. BBK uses Jet-hot on their long tubes. The added price is around $60-80. This type of coating is said to reduce underhood temps and save spark plug boots, clutch cables, and starters.
If you already have the headers, some did-it-yourselfers have used POR-20. It can be brushed or air-sprayed. Check out this site:
http://www.por15.com/hightempcoatings.html
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92conv, T5, HPMsubs, 4pt gload, strut tower brace, 3.55's, 3 chamber Flowmasters, Baer SS brake lines