Header questions

I am looking to install a new exhaust for the blazer, looking at magnaflow cat and muffler with 2.5" pipe.
i am wondering about headers though, i found some OBX headers on ebay, $295 + $32 for shipping, they seem liek a good deal, now the question is are headers a good mod and also what is air injection?
because they have some headers on there with and without it.

If you have air injection (search for it), then you either need headers with the proper provisions for both AIR and EGR or you need to have your PCM editted to remove the AIR system and only need the EGR provisions.

What the hell is air injection?

AIR == air injection reaction.  It is an emissions system that is supposed to boost the efficiency and life expectancy of the catalytic converter by injecting fresh air into the exhaust before the catalytic converter.  To remove this system, you must have your PCM modified to remove the AIR system DTCs.