mine are wrapped..
i suggest a few things if you wrap them.
first ..
start at the collector end and wind toward the primarys..
i like to use stainless steel saftey wire to hold and or set each section or at hard turns..
once its all done..i buy a few cans of vht aluminum paint..and soak the heck out of the whole setup..i use a full can on each header..maybe 1.5 cans on each header...you let it soak in and keep applying..
this is the best way to make them last the longest and it will repell oil and water..
and prevent it from getting freyed...and falling apart...
it almost becomes a coating...
i have no opinion on power differences..
but it sure is cooler under my hood in the hot summer.
i can grab a pipe a few minutes after a pass..
makes pulling plugs less dangerous..and you sweat less..the temp difference is very noticeable.
best of luck

oh and wear an old throwaway longsleeve shirt and tape your gloves to your rists/sleeves
..that fiber wrap will itch for weeks after wards...
cheapst