What to do about my car headers? Please help!?

I have a 1997 Honda Accord and the headers are completely rusted out. I looked at them the other day and its pretty bad. I touched the side of it and rust pieces fell to the floor.
Anyway
So I'm looking into buying new headers to put on the car, but i haven't found the exact replacement ones and i figured well as long as I'm replacing them I may as well upgrade a little.
First, is it difficult to change the headers myself? What would be special concerns to watch out for?
Second, I have seen replacement ones that are two pieces that need to be bolted together and ones that are all one piece. Which would be better?
Third, they are available in a ceramic finish, painted steel, or chrome. Chrome won't look very good so which of ceramic and painted steel would be better/last longer/give the best performance?
Fourth, on one of the websites I looked at they had a tuned header and a non-tuned header. What does a tuned header do better for the performance of the engine?
Finally, do headers really give a noticeable performance gain?

Thanks in advance!
 
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