Good headers (even local, crush-bent ones) will give you some increase in power/response, it'll work OK if coupled with a good intake as well.
The power increase from a full aftermarket I/H/E set-up will depend on how restrictive the stock system of the car is... To give an example, a '93 Sentra GA16DE (stock crank HP: 110) engine may put out less then 90hp at the wheels when dyno tested but with the basic I/H/E bolt-on mods, it can reach around 100hp at the wheels. Also, cars with forced induction (i.e. turbo) can also be more responsive to such mods.
I'll take the headers any day over Splitfire plugs... IMO, stick to you stuck plugs and just gap them properly.