Headers will make minimal difference on the 2.5i. They makes some difference on the turbocharged cars, somewhere around 10hp and 20lb/ft torque (on turbo cars). The biggest difference is sound (all models) and powerband (turbo). Also, there isn't much out for the 08, I have been looking for my g/f she has an 08, but most companies are concerned with the new WRX and STi vs the new 2.5i.
BTW, this is very useful...
http://forums.nasioc.com/forums/showthread.php?t=533787