Adding a header will get a small boost in performance. More efficent designs and materials exist than than those used by Honda. You won't get 20 hp from a simple header upgrade, but you will get some, probably 2-3 hp on the top end. Something you may not notice from the seat of your pants, but will probably be worth a tenth at a track.

Like asiandood said, everything is part of a system. If you upgrade your engine that it can breathe more air (better cams, better intake and exhaust) the stock exhaust manifold will become a bottleneck and an upgrade will get you more gains than just a stock engine. A header is also a very modification to do, so it's a good thing to learn. Seeya.