I am using insulation in one form or another at a number of points that the headers are really close to. Like the brake lines, starter cable, steering box, speedo cable, etc.

I don't know yet how much it will help (if any) but it can't hurt to keep as much heat as possible from those items.

I have gotten several really cool foil backed insulation sleeves from the pick a part yard off of late model wrecks. It is cheap and it looks like it is custom made for my job.