Personally I'd probably go name-brand on something like this, unless you get an insanely cheap deal. I've heard a lot of cheaper headers have poor welds or are just shoddy material and end up rusting out or just being junk (some don't like up well to your exhaust ports/bolts!).
Now, if it were something like an intake I'd say do whatever, as there's no crucial difference in intake stuff other than fitment and if it comes with a crappy filter etc.
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