I installed stainless steel Cougar Zetec headers in my Contour 4 banger a month or so ago. They fit without modification, but the lower oxygen sensor is a mighty tight fit. Might be a good idea to thread the sensor in before hooking up the lower end of the headers.
You also lose your cat, so you'll need a MIL eliminator for that lower O2 sensor. If you have visual inspection in your county for the cat, you'll need to add one to your system - I got a very compact bullet style cat installed because my daughter drives the car mostly. I didn't want there to be anything illegal about the vehicle while she drives it. Quite a slick little converter, really.
