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Wrap hands down. I did ceramic coating on my previous car and there was literally no under hood difference in temps. Wasted $. When I did wrap in place of the ceramic coating it was noticeable. Not so much if you just sat there idling the car but once moving the temps under hood dropped way faster.
Report your results when you have the headers installed. I'm sure others will be interested in hearing how well the coating works. I had my Miata headers Swain-coated and it made a difference but I didn't document before-and-after temperatures.