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And, you can save money by going with a used set. As long as they are complete/intact, go for it. I sold the set off my other C5 before selling the car and they were in excellent shape so the buyer got a great mod for a lot cheaper than buying new. It's not like SS headers will wear out - they just get scratched and dirty which is not a big deal. So a used set is just as good as new if they are in decent shape.
I am adding an extra set of bungs for wideband O2 sensors on my LG's and then having them ceramic coated to reduce the underhood temps. The coating does a great job in reducing radiant heat and boosts the header efficiency a bit as well.
Your tuner will be able to tune out any annoyance codes that might pop up if he knows what he's doing.