Now sure how the cops are out there, but I've made the drive to the muffler shop twice with open headers - past a Sheriff station - and been pulled over once. After I explained why the car was so loud and where I was going, he issued me a fix-it ticket which I got signed 3 hours later on my way home, at that very station. Minor inconvenience, but I figure the officer was just providing "motivational justification" of my story. :)
I've done headers on about a dozen cars/trucks in the past 20 years.
3 of them my own vehicles. One was a complete exhaust kit that was supposedly all "bolt in and go" but required a LOT of measuring, cutting and test-fitting to get right. Had to rent a tube cutter from the local equipment yard to finish it up.The other two were actually easier. I pulled the exhaust system completely out of both cars, installed the headers then starting from the tailpipe, starting bolting pipes back in place. Once I got to the last piece, I carefully measured and cut it to about 2" shy of the header flange and used a clamp-on flange adapter to connect up the pipe. Held together long enough for the trip to the muffler shop for the final weld-up.
Not difficult, but time consuimg to say the least..