I've got the DT headers, had them on for a while now. I installed them because I believed my primary catalytic converters had failed, and I couldn't afford to replace them ($550 EACH compared to $460 for a set of headers). I didn't notice any gains in power or fuel economy, though I'm also still running stock-style aftermarket secondary catalytic converters and a stock y-pipe and never got "a tune" - I didn't think there was any tuning that could be done to the first gen trucks?
I will say that the install is a big pain the butt, unless you've got a body lift. That extra room between the frame and body really makes it a bit easier I've heard (I don't have a bodylift). I had to cut my old secondary catalytic converters into pieces to remove them, and I had to partially drop the crossmember that supports the transmission/transfer case to install my new cats. The front driveshaft should also come out to clear up space.
Another thing to consider: I don't know how vehicle inspections are where you live, but if they still check emissions with a sniffer I'm not sure you'll even be able to run headers since they eliminate the primary cats, which do most of the work. If they DON'T check emissions with a sniffer, and if they only go by the OBDII for emissions-related codes (like Massachusetts), then you'll be fine with headers if you also install a set of CEL eliminators on the downstream O2 sensors.
With that, you can either run the stock secondary catalytic converters, or aftermarket stock-style (DON'T get the Pacesetter ones. Mine lasted 7,000 miles before cracking, leaking, and falling apart. Instead, get the ones made by Eastern Catalytic.) OR, if you really want to pony up, you could have custom mid-pipes made, either with OR without converters (most would use universal-fit high-flows), but you still must have O2 bungs on the mid-pipes, WITH a set of CEL eliminators on your downstream O2 sensors. Without the CEL eliminators, you'll throw an emissions code and your CEL will be on all the time.
I got my Eastern Catalytic cats from RockAuto. Part numbers 40411 and 40542
I use a pair of these 90 degree CEL eliminators on each of my downstream O2 sensors:
http://www.bigdaddiesgarage.com/angled-cel-fix.html#Angled O2 Simulator Big daddies Garage
Bear in mind, the condition of your truck may require you to replace the exhaust studs as well. My truck has always been in New England, and therefore, everything was rusty. I replaced all of the studs & nuts, and obviously you'll have to replace all the gaskets. Just some added expenses that I don't want you to overlook, haha.
