why would u have to take it apart twice?? unless u going to go with a header that wont bolt to stock cat, it makes no difference if u put on the exhaust first or the header....
Now if u are going with something that needs to be modded (meaning the header has a 2.5 in flang, longer piping, need a 2.5 cat) then i can see the point of doing it at the same time.