Actually, a Ceramic coating is the best. I did mine in Cerakote Glacier and it is absolutely incredible how much it reduces engine bay temps. Wraps have a bad tendency to trap moisture and debris against the pipes and corrode them. However, your wiring and hoses, and other plastic bits will last a lot longer if you do wrap the headers, I'm just not sure you are going to be able to get a good fit when the headers are already on the car. If you can only get to one spot, try to wrap the header on the drivers side near the firewall where your clutch fluid tube is. Its plastic (unless you upgraded to a braided line) and can melt if you get it hot enough.
Had mine coated black by a company local here in Austin when I bought them. I'd advise against wrapping headers though as stated above. My temps are really good overall because of the coating.