very quick and to the point overview:

4-2-1 = better low end
4-1 = better midrange + top end
1 or 2 piece? doesnt really matter
ceramic = holds heat in better but coating cracks and peels over time
stainless = wont rust, bit hotter, turns purplish over time from heat

of course this mainly applies to a lot of the mass produced headers out there. there are also hybrid headers combining the best of a 4-2-1 and a 4-1.