I'm seeing a lot of inaccurate statements about headers here (and I don't mean to put anyone down). Here's a pretty indepth explanation of headers, how they cause an increase or decrease of hp, how they can change the effective rpm range, etc.
It starts at the valves. The exhaust valves open and exhaust gasses start to travel out of the cylinder and into the header/manifold. When the piston nears TDC, the INTAKE valves open (while the exhaust valves are still open). Due to the negative atmospheric pressure in the intake and the positive atmospheric pressure in the exhaust header/manifold, the exhaust gasses are expelled more quickly and the intake charge is pulled into the cylinder (this is known as the scavenging effect).
Obviously exhaust is not a constant pressure. It is a pulse traveling out of the engine at near the speed of sound. The leading edge of the pulse is high-pressure and it trails off to low pressure (as the pulse travels it becomes low pressure). The design of a header uses tube diameter and length to manage this low pressure pulse. The idea is to have low-pressure feedback for the next exhaust port as it is opening to expel exhaust.
Essentially a long tube length and small tube diameter will assist in low rpm torque (this goes back to the scavenging effect). Large tube diameters and short tube lengths promote upper rpm power (because the scavenging effect is lost to lower rpms but gained at upper since the exhaust flows so freely).
This said, header design (tube size, style, length) is the most important factor when it comes to selecting one for your application, not 'who made it' or 'how good it looks'. Selecting the wrong header leads to an engine that can be a real DOG (because the engine is designed to build power at "X"rpm and the header is designed to promote power at "Y"rpm).
Another 'myth' is that a turbo needs HUGE tubes to operate. Again, this is a MYTH. Too small of tubes makes the exhaust back up into the engine (meaning that you are contaminating the intake charge) and too large of tubes means that the turbo is not spinning optimally. Everything AFTER the turbo can be 20" diameter for all it matters as long as it flows well.
In conclusion (don't fall asleep yet) most aftermarket manufacturers design the headers around certain engine combinations (this data is usually readily available through the manufacturer).
Again, I did not mean to step on anyone's toes here or belittle anyone for their opinions. I think that should about clear things up about headers... class dismissed. Any questions?