I STRONGLY recommend hot coated headers for many reasons, including lowering the underhood temps, saving damage to all those plastic connectors, plus they look and work better; last longer.
I'd be cautious about raising the fuel pressure. The ECM tries to maintain optimum A/F ratio, which at any snapshot is X amount of fuel for the amount of air entering. If you raise the pressure, the ECM will lower the pulse width to maintain the optimum ratio, IF it can (within its authority to do so). Else, the car will run rich. Similarly, if you get more air flowing, it'll need more fuel.
The ECM may be able to accommodate the exhaust change, but I like to reset it and let it relearn.
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mike