I'm running a header on my F.5 and Air Randy has a header on the 2F in the Mule. My header experience has been OK. I did have an exhaust leak upon initial installation which was likely do to installer error. I then put on a REMFLEX gasket which worked great until I damaged it while tearing down for a rebuild. I'm sure it flows the exhaust better than the stock exhaust manifold, but I can't really notice a difference.
With a header, I strongly recommend a fluid heat riser
. After installing the fluid heat riser; I have not ever vapor locked in the summer and my engine warms up much better in the winter.