Interesting comparison, the cam they were using seemed to quit pulling at 5,000, but the power difference there wasn't all that substantial. I can't see another 500 rpm being a big jump for the headers.
Sounds like you enjoy tinkering and thats what the hobby is about. If I were you and money was available Id buy a good quality set of headers power output appropriate and install them with true dual exhaust and nice turbo mufflers. Dont do it in the chase for improved performance but do it for great sound and enjoyment. If you dont have the $$ for headers do a true dual exhaust with existing manifolds.
It's not so much a cost thing as much as it's "I'd like to avoid headers" thing. Thin leaky flanges, steering clearance, starter clearance, plug wire routing etc.