Have you talked to anyone that's put headers on a 2.5l? I've found that about all 4cyl with headers lose alot of 'drivabililty'; low-end torque, throttle response and such. The exhaust you have on there now handles the breathing for a 4.0l, so unless you've done something to get the horses up over the 150 mark, and plan to spend a lot of time in the 3300-5000 rpm range, I can't see where the noise is worth it. Back in the 70s I put a set of headers on a '66 CJ with a 134F-head and I'll never even think about it again.
My 2cents. Jim