Well it depends where you are. Thorley is pretty much the only decent option if you are in "Kalifornia" and have to also pass smog/have it also be CA smog certified. Thankfully the little 22 series engines don't have enough power to be noticeably choked off by the CA smog certified headers. If it was a V6 or V8, yeah, if you're not in CA, don't get a CA approved model obviously because it'll hurt your power.(the Thorley for the 22RE seems to be about right where the engine hits its sweet spot between power and torque - and is noticeably better than stock)
I'm running one size larger than stock - about the smallest BFG makes MTs - and with the new header, it pulls up a 5% grade in 5th gear if I have it floored. (maybe 60-65mph like this). Before it was 50mph get run over as opposed to slow lane is okay. More importantly, 5th doesn't lug any more at 65mph(old sweet spot/power boost was at 75mph - now it's about 65, which means down shifting to pass on level ground isn't a requirement, merely a fun option.)
Hey, with gas costing me $3.50 a gallon in Los Angeles now, freeways in 5th gear is a nice bonus as this is also my daily driver.
Well worth it. You'll not be disappointed.