The stock exhaust manifold is good enough. If you get a bolt on, direct fit header (dc sports, greddy, weapon r, kamikaze) you'll notice 3-5hp at best. If your really looking to add some power by way of header your going to need to go with some kind of JDM design that you will have to have custom fit to fit your car. The same goes for the Type R exhaust manifold, which is a good upgrade, however needs fabrication to the fit the GSR.

Depending on your budget you may also want to look into spoon, mugen or toda header's.