I miss my quick reply box!
You will barely notice any gains either way, installing the header yourself now will make it more easy and more fun to install you exaust later.
Usually a header improves air flow, less restriction, but not at any great percentage the DC sports header was tested to flow 15% better than the stock header, which would mean that you are pushing more air to the exaust? Or maybe your motor is creating more exaust? Na, just improves air flow, less turbulance less backpressure, you may get about 2-3 peak HP off of it with or w/o an exaust, do it now, if you are going to do it.