Take it off and sell it all. Use the money to buy 2 magnaflow mufflers, an X-Pipe and a few feet of 304 stainless pipe. But make sure your intake is also free flowing or you won't realize the potential of the exhaust.
ok here is how it is in my own opinion, headers are the least of your worrys. if you have a K&N CAI intake(not just the K&N filer in the stock box)and actual exhaust(not just a muffler) and a tune or some sort of porting work you wont ever see any HP gains from headers on a 4.0l. no ofense to anyone ment with what i said but it is the truth unless you have major mods done there is no need for headers at all, the new engines have very good flowing manifolds and sometimes headers already installed due to the emissions that they have on them these days. i can help w/ sugeestions on what to do if anyone needs any help, feel free to ask questions.