I agree with Ponyboy.
I think insulating the headers is a good idea because the OEM manifold/header has a heat shield (presumably to prevent too much heat from getting radiated into the engine compartment) but aftermarket headers don't have any shields.
To insulate the headers, I think you can use either a header wrap or ceramic coating. From what I've read, the steel bands used to fasten the wrap to the header will prevent the header from expanding as much at that point as it does in other places when it gets hot, which will lead to stresses and sometimes to fractures in the header.
With ceramic coating, no problems. I got my headers ceramic coated by HPC coatings and the quality of the coating looks good.