Headers and Exhaust Manifolds take exhaust gas from the cylinder heads and pass it along to the downpipe.  

Headers are preferable to exhaust manifolds as they keep the exhaust gas from each cylinder separate longer than exhaust manifolds do.  As a result, there is significantly less interference between different cylinders' exhaust pulses which allows the exhaust to leave more efficiently.  This gives you noticeably more power and opens up more choices in cam selection further down the road.

Doug Thorley Headers makes a Stainless Steel, Ceramic Coated shorty header product for LS4 engines. Doug Thorley headers and crossover pipes are designed to create a suction on the opposite pipe as each pipe's exhaust pulse passes; they call this Tri-Y Technology.  

I've had a set of Doug Thorley headers on my Impala SS since spring 2011 and I have to say, they definitely give me more power and they're absolutely beautiful to look at.  When I took my Impala to car shows, some people walked by without giving my car a second look; however, with the Doug Thorley headers, people take notice of the beautiful headers bolted to the engine heads.  This has been one of the best looking modifications I've done to my Impala.

These headers definitely give you a performance bump; however, that bump generally comes through as increased top-end power at the expense of some low-end torque due to the larger pipes leaving the heads.  

The installation of the headers was quite time-consuming.  I felt that the installation was beyond my skill level, so I had a local shop do the work for me.  It took them about three days to do the work.  

Additionally, you'll definitely want to get your car re-tuned after installing the headers as they change the profile for how your engine breathes.  I recommend using a custom DiabLew Tune by 06MonteSS with a DiabloSport Predator Tuner.  

Doug Thorley Headers are a great upgrade, especially if you want to impress folks with some under-hood beauty, but they do come at a steep price and non-trivial installation time.

Also, by the way, here's the manual for those who are interested in what's involved: