I've looked into headers for the 500E. Equal lenght stainless headers from RennTech are aprox $5000. I've also spoken with an exhaust fabricator / tuner. He felt that it could be done with great difficulty with little to gain for the money. His price approx. 2000-3500 depending on materials of construction. Per RennTech, no real horsepower gain from the headers is to be had until you move to a 6.0L motor.
Improvement in the flow of the stock manifolds is a possibility through extrude honing. I would experiment with some new (not installed) manifolds before I would do anything.