Well, first thing.. is that there is only one header! that is a good piece of information lol.

But, realistically... It does depend really on your overall goal. The reason I say this is because you can spend tons of cash on a lot of parts with the goal to make power, and even with every simple bolt on you can think of not notice that big a difference.

There are certain cars, with certain motors that will make better power in different ways, unfortunately not MANY n/a 4cyl motors can generate noticable power with simple n/a bolt ons, so they use forced induction (i.e. turbo, supercharger or nitrous) and save alot of money from blowing it on things that they may or may not notice.
If you just want to have a litte of this a little of that, then that may work.. but not if you want to make noticable power.

What I would do, first of all is join a forum of lancer (non evo) owners to find out what works and what doesnt, so that the money you spend will be well spent and not wasted.