Has anybody tried a header in place of the stock manifold?

Does anybody have any experienced opinion (vs knee-jerk response) as to whether it would be likely to improve power or economy? Increase overall exhaust pipe diameter also?

It is generally considered good to increase flow, and I have heard moreso with diesels, but would it be measurable on these motors? Keep in mind that even a 2hp gain is significant as a percentage of total.

(240D)