I guess it depends on two things. One is your ability to percieve the difference. The other is the condition of all the other components.
The fact is that the improvement gained from installing a header on a completely stock engine in good tune is not as noticable as the tune up itself on a poorly tuned engine. Ditto for a worn out engine.
First, decide what it is you want. Then optimize what you have and ask yourself if it's enough. If not, I'd go after a recurved distributor (such as those available from Advanced Distributor), Free flow air filters, and THEN perhaps a header.
I'm not sure about your final question. If you are referring to the studs in the cylinder head, they should be adequate to mount the header. Beyond that, it'll depend on what you have and what you purchase.
Motorbill
From Lola to Land Rover, If it's British and has wheels, it's likely I've bloodied me knuckles thereupon