MSDS is the only company producing headers for the v6 Mazda 6s. Draxas produces headers for the 6i, and also resells the MSDS headers at a slightly lower price.
The generator is an alternator controlled by the PCM. Its got a vulnerable wiring harness, and the generators heatshield has to be modified to allow for header fitment. If the shop isn't careful when doing this, its possible a short could occur, destroying the generator.
Of the 15 or odd so headers that have been installed by various persons, only 1 individual has had an issue, and thats pretty much due to problems the shop had when installing his headers.
As mentioned earlier, removal of the precats and main cats greatly increases the noise output. You may need to keep the stock resonator and exhaust on to help quiet the system down. Running a high flow cat would also lessen the noise level, but would require that it be welded in place.
One member had the bosal exhaust before getting the headers, and had to revert back to stock to reduce noise levels to a comfterable level. This of course is personal opinions, and the noise level might not effect you as much.
