I have the canonical air filter, and I can't say I remember a low end power difference. I put it in almost 7 years ago. Since this Jeep is my DD having power between 2k-3k RPM is important to me, since this is where I spend most of the time. It does lag between 1k-1.5k though, really bad, too.
As for the headers, I'd say stay away from anything Pacesetter. I bought their cat-back, about the same time I got the air filter, had to get it replaced after just 50k miles because the mufler completely rusted away. It also hit my rear shock most of the time, specially when the muffler started rotting and the tail pipe loosened.