At Two Brothers Racing, dyno testing showed no real improvement over stock headers, which is why they sell only slip-ons. OEM headers are becoming really well made (that's how the OEs are able to get 150+ hp out of a stock bike), and are increasingly difficult to improve on. TBR won't sell expensive headers for Yam R6 for the same reason- 3hp slipons, 3 hp full system. Sure, light weight is nice, but pipe would be $700 or more with an aluminum canister.
Get slip-ons, unless you're drag racing and need to really build the motor.