Header wrap will work BUT it will hold in moisture and cause things (not aluminum of course) to deteriorate. Coatings are better in the long run...you can coat the outside and inside of exhaust pieces. Problem is initial cost is a bit but it will last the life of the car for most.
If you want to learn more...google...Swain Technology...Swain Coatings...something like that...he is out of New York...good info on the site.
I don't know if it is going to make a huge difference when going for FE...It has more potential for improvement at WOT (Wide Open Throttle)....horsepower wise anyway.
2006 Jeep Liberty CRD
...Founder of L.O.S.T.
OME 2.25" Lift w/ Toyo Open Country HTs 235/75/16s
ASFIR Alum Eng/Tranny/Transfercase/Fuel Skids
2002 Air Box Mod...Air Tabs (5) on Roof...(3)each behind rear windows
Partial Grill Block with Custom Air Scoop and 3" Open Catback Exhaust
Lambretta UNO150cc 4 Stroke Scooter