With boltons, short of turbos and those extreme cases, you should always go from the intake side then to the exhaust side. Basically it probablly won't net you any benefit or very little without at least an intake.

Although I will admit I'm not a dyno tuning master, that's just what I've read for the most part.

 

Generally speaking, that's true. But DougZ has produced a set of long tube headers that yielded 15 HP at 6K+with an average gain of about 6-8 HP.

When I had my Acura CL-S, adding Comptech's Headers yielded ~ 15 HP for me.

These are 2 examples of headers adding a significant amount of HP to a stock car.

 

As long as you're planning on modding the rest of the intake/exhaust tract, then headers are fine. You may only see 3-5 whp before you add the other parts, but the gains from the intake and exhaust will be magnified by the fact the headers are already in place. It's still a sound investment and they yield a killer sound.