Here's mine done on my cheap eBay $41.00 SS header. I've since removed the wrap on the bottom section because I got a little oil on it, and I thought it was a bit dangerous. After thinking about it, if any oil were to leak it would sit on that section and smolder.
I just followed the instructions that came with the wrap. I got it wet, then I began at the head and wrapped down. I used SS zip ties that I bought off of ebay to secure it. (I bought them from ebay because they were MUCH cheaper than at my local speedshop)
Wear gloves.
I wrapped mine because I like the look, and I'm trying to keep my underhood temps down.
I can't comment on performance, because I rebuilt the motor too. I doubt it really does much alone.
-Des!