if u can, replace everything and have a peace of mind. but if u get a cheap header, they will leak for sure (almost guaranteed). as far as I know, only DC header are good and they dont leak out air. and do not get "pacesetters" those are the worst.
and also make sure u get the right gasket that goes b/w the flex pipe and the cat. there was a lot of air leaking out and and i replaced many gaskets. later on someone told me that its a ring shaped fat gasket not a plane flat one.