You say "new" headers...does that mean you have headers on it now? There are pros/cons for every type of header out there....it really comes down to personal preference, and what your main intentions are with the car...drag racing, autocross, daily driving, what have you.
Personally, I think the original alum. heads are fine for a mild upgrades to an otherwise stock engine. If you start putting a bigger cam, changing the intake, etc., then you might wanna try some different heads.
There are several folks here that have C4 cars with headers...hopefully one or more will chime in soon.
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Joel Adams
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"Money can't buy happiness -- but somehow it's more comforting to cry in a CORVETTE than in a Kia"