Headers would be a decent upgrade, but for that price I'm guessing they aren't ceramic coated. If you bought some heat boots to protect your spark plug wires from getting melted, and a starter blanket, then I'd go with the headers. Otherwise, just get the y-pipe and call it a day.
Just know that the ceramic coating on the headers will not only look better (shiny instead of rusty), but will also keep the underhood temps down quite a bit. Back when I first bought my SLP's (without the ceramic coating) I would not only burn spark plug wires frequently, but also my starter solenoid would go out from heat-soak quite often. If you're interested in the coated headers, check out
jet hot. They actually carry those same headman headers you're looking at and will ship them out already coated. (Might be cheaper getting them directly from Jet Hot than buying them from somewhere else and having to ship them to Jet Hot later on).