Ahh, that seller, delubozparts, I've seen him around.
He also sells headers for the E46 3 series and they make a pretty big difference on the E46. The E46 came with a pretty crappy stamped exhaust manifold with built-in catalytic converters. Switching to the tubular headers sold by delubozparts resulted in a 15hp gain on a 330i. The headers sold by delubozparts reportedly fit well and were of good quality. Only downside was that the large diameter piping created a loss of torque at low RPM's.
But stock headers on an M42 are already really nice as shown by the pictures Peerless posted. My guess is that the difference would probably be pretty small. But for the price, a great option if your OEM headers are damaged.