Making a complete set of headers is quite possible, but its a lot of pain to go through (I've done it)---hardest part is the money you have to pay after all the welding is done to have the flange faces machined flat, to seal against the block. I strongly advise that you buy something close to what you want in a plain uncoated header, and modify only the pipes that you have to, staying a couple of inches away from the flanges that mount to the block, so that they don't move around on ya.