My experience is positive....but then again I used to be a mechanic so I do more than just headers alone and I do all the work. On both my 01 Vette and 99 Tahoe 4x4 I installed quality stainless ceramic coated headers AND other items to compliment, including cold air intake with K&N type filter, higher ratio roller rocker arms, high flow mufflers, PCM tune, etc.
That is the only way to get the max benefit.
Vette went from 350 hp to ~420.....31 mpg at 80mph.
Tahoe not dyno'd but still pulling at 120 mph and gets 20 mpg at 65 mph (oem rated 16). Pulls my 6500 lb trailer and gets 10 mpg.