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I believe the shorty headers are best as you won't lose as much bottom end torque vs. full length headers, and not sure how they fit, but equal length tube ones give you more even power.
Long tube headers give the best power. They also have the most fitment issues.
Cheap headers are prone to leaks and rusting out rather quickly.
Expensive headers last longer, but can still have issues with leaks and/or fitment.
The "shorty" headers are a good compromise, and tend to have less fitment issues, and fewer leaks.
in the mustang world short headers will get you laughed at lol. long tubes are the way to go if your going to do it. what you want is something with a thick plate on it 5/16" or so. then you want to look at coatings, ceramic is one of the best and wont rust for a LONG time. and there is painted headers which have a tendency to rust pretty good.
IMHO Headman Elite are the best "Cheap" headers. They have 3/8's thick flanges, 14 gauge tubes and have a "Thermal Coating". They're around $300 but spend any less and your throwing money away on something you'll replace in 2 years, or less when you're sick of replacing header gaskets constantly.
Long tubes are almost always better but you can run into fitment issues especially on 4x4's.
Shorties work just fine to open up the breathing of the engine and provide better mileage but they are not going to be power monsters. I do run shorties on my Bronco mud bogger with straight pipes and they work just fine but for this season we are going with hood headers to get the exhaust out of the mud.