you may be able to get the MS3 CBE used for cheaper than 225 on the forums here. I got mine for 150+ shipping. turned out to be about 175 i think.
as for what a header is..
"a header is awesome because it is a relatively inexpensive, reliable way to make a little extra power. on this car it seems as though header gains can vary from 10-15 whp depending on the application, as well as the type of exhaust used. obviously a free flowing exhaust will loosen up your car more than an oem, restrictive exhaust. as per bean's faq, header gains are mostly found in the mid-range, though a 4-1 header supposedly delivers greater power higher in the powerband. a header is a perfect way to compliment your NA build if you so choose, and is definitely necessary for a full NA build.
what is not so great?
so what could you be getting into? well, at least two members here have had their powertrain warranty voided due to header use. increased noise and vibrations are also sure to come with a header. some do not mind it, even as a daily driver. it is really up to you. the impending threat of a cel is what often diverts people from this purchase as well, as improper installation can cause a cel to appear and perhaps throw your car in to limp mode, not allowing you to have any fun until the code is cleared. you may also strip the factory o2 sensor(s) if you're not careful, forcing you to shell out either ~$300 / $100 (primary / secondary) for new ones that are only available via the stealership. as long as you're able to handle the install and properly take measures to rid yourself of a cel then you should be fine. it should also be noted that removal of any emissions controlling device on your car is illegal and a header is, technically, only to be used off public roads."
props to biped on another forum for posting that awhile back.
if you're gonna get a header and exhaust, might as well and get a CAI as well.