Cool...I'm over in Redmond
BTW.."headers" is plural..as in more than one...like a V6/V8 setup..4-cylinder have single "header".....and Don't call it a header on a turbo car...call it an exhaust manifold...
What bolts are you tightening???...
Anyway...the original manifold has been know to crack, but if the sound is going away, it may just be a gasket or something...
As far as the exhaust...you've got turbo-back options...J-pipe, Midpipe, cat-back options....for full turbo-back exhaust you'll look to spend $500 to $800...my best guess...
New intake manifolds run from $200 for like OBX turbo manifold to like $600
I would diagnose the problem first...repair it or replace whatevers causing it, then worry about the rest...