Headers vs Cold Air Intake.. what would you install?

Most cars have a natural back pressure so headers would be great but I've always been told (since your car has to breath) start with the nose. It's cheaper by half and will improve your gas milage. Sorry I don't have prices. You can expect a 6-10% increase in hp from just the cold air intake. After you have this installed. Watch for your o2 message to come up. If it doesn't then your exhaust is ok ATM As far as brands go just look for one that puts your true air intake lowest to the ground. Now for headers check out borla or magnaflo. Both are great and mid range priced.