Jet Hot coatings hands down....my car ran much cooler with the headers and ypipe coated. The evo hood helped a ton too.
For the OP if you don't have ratcheting combonation wrenches get a metric set. Demon always stated they help a ton....he was right it would have made life much easier. Also make sure you have 4 feet of extensions that trick works great for the rear bank. Also be prepared to cut the egr tube thats the biggest hurdle i swear.
Buying a set of ratcheting combination wrenches is a little overboard, but, they are handy for the future, cutting the EGR is also going way overboard. The best trick is to soak everything with penetrating oil the day before, or at minimum a couple hours before. I can do headers in under 3 hours and I use only 1 ratchet, 3 combination wrenches (one for the EGR, one for the O2 sensors, and one for that pesky stud on the rear header on top in the middle), 2 long extensions, 1 3" extension, one u-joint, and a deep socket for removing the nuts and studs(most of the time the studs come out with the nuts, sometimes though, you will have to use a seperate socket to remove the studs. for most of the studs in the rear, you can do them with only a couple of the extensions. The hardest on is the one on top all the way to the passenger side. use your 2 long extensions, then put your swivel on, then a short extension before your socket and you will clear the alternator no problem, as well as have the perfect angle to remove that stud. If you are diving into header install I am sure you read other posts about it, but just in case, you need to fish those extensions in from behind the subframe, between it and the body of the car. I wish I could remember the sizes.....
I think the biggest hurdle is when you are removing the stock manifold, if you don't get all the studs out it is really tight. It is harder to get at the studs when the factory manifold is in. Also, have a buddy to help you out with grabbing the plug from the upstream O2 sensor on the rear header, cause it is hard to reach that harness in the first place if you leave the coil in, and it's just a pain trying to get that plug to hang somewhere so you can get back up and reach in and pull it up to plug it in. A ratcheting wrench would come in handy for that stud on the rear I mentioned earlier though, but the egr has never been a problem for me, and I have done 5 header installations so far(3 cougars, 1 contour, and my own contour), and my own I had to do twice because of a leaky gasket. lemme see what else..... Oh yeah, whoever said earlier to remove the radiator and fan.... yeah that really helps, it isnt hard to take them out, and it makes a world of difference. Unless you have little girl hands, you will have a hell of a time getting those studs out with the fan still in there, and with the fan in there you are guaranteed to get real scraped up trying to get in there. trust me, it takes less time to pull the radiator and fan and reinstall them than the time you will be wasting trying to do it with them in.