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Scott, I think it all depends on passing inspection itself. Such as, Phoenix requires an inspection, but I do not know if it is Headers to worry about as much as it is about passing an OBD-II inspection. Check DMV.GOV for AZ or call Loud Pedal Motorsports or RPM and ask them. They do plenty of header installs in teh Phoenix area.
If an inspection is something you are really worried about, have the vehicle registered down in Sierra Vista 85635. No inspections.
Just pay the registration fees and be done with it. Re-register every two years online without inspection.
I have headers, no cats, no mufflers and I have zero issues. Good luck!!