I have to agree with Padawan and Nick. Although you can do things on a budget you get what you pay for. At the very least I would buy a OEM JDM 4-1 (2.5" collector). The 2.5" collector is known to make more power and will set you up for cams in the future. If you are willing to spend the money a Toda/SMSP has been seen to make 10-12 hp on a stock ITR motor. My car baselines 164 whp on a dynojet. I have a Comptech Icebox/Toda Header/Comptech exhaust and tuned (Using power FC and Hondata: I have both to play with) I make 185 whp. Thats 21 whp from i/h/e and tuning. I should be able to make a bit more with a few changes as some more tuning. GK is making 190+ on stock cams as well with top end parts.
Remember these are Type-Rs so the comparison engine to engine is off but the illustration that bolt on's don't do anything is a bit off.
In fact we had a 2000 Civic SI that was making 141 whp with AEM/DC Sports Header (2.25" collector) and Greddy SP tuned with VAFC. We swapped in the JDM 4-1 and tuned a bit more with the VAFC and walked away with a lot more midrange and 151.x whp. Now some of this was tuning but the header alone provided that need to tune and we saw a 10 whp gain on a 1.6l
Just some examples. You can get a DC sports JDM 4-1 for almost as cheap as other basic header setups. Choose your parts wisely or you will be down on potential power or spending more money in the long run to replace the bottlenacks. You can do it cheaper but replacing cheaper parts that don't perform will cost you (buying used is always a good idea too).