I don't think headers are worth it either. Your main thing with the 460 will be to lower the rpms. A truck with a 460 was made for pulling loads, and they usually came with 4.10 gears. 3.55's were an option. A overdrive tranny swap would give you measureable results, and give you a quieter ride too, and lower engine wear. You would have to drive it everyday to get any payback in fuel savings, but if you are resourceful, you can find a overdrive tranny and swap it in without much money laid out.
1989 F250 XLT Diesel