For the life of me I cannot recall who told me to avoid the headers ( I think I asked once before, I'll check my pm's as well) for they would not last as long.
I believe people say to avoid the headers on a diesel because with the extra vibration of the engine it will eventually break/crack the header. I picked up a 8v manifold and dual downpipe for $75. They are around often in the vortex classifieds.
My exhaust manifold isn't in yet, but I also have a 1.6 NA with a Giles pump. 
if you brace it to the block in a couple places, you MIGHT get away with a header.. i ran a header on my rabbit, it worked alright, but it would have cracked had i kept running it without the lower block braces i built..
at a certain RPM, the header would BUZZ.. it was annoying. and the header didnt quite fit right, so it hit the body when you used reverse..
if it were me, i would avoid a tube header. theres going to be no benefit over a manifold and dual downpipe.. the mk2 engine mounts MIGHT be solid enough to get away with it, but there again, thats a big might..
and really, i think that all VW manifolds flow pretty well, but its what comes after the manifold (toilet bowl, down pipe, exhaust system) that is the restrictive part..
the manifold is going to be the piece that can go the distance.. its a *** to put a header on a mk2, i think i would stick with the dual downpipe and manifold. then you dont have to ALMOST pull your engine to get it in there..
i removed the manifold, and downpipe from my GTI with the engine whole, still in the car, then put in the dual d/p and mani in also. didnt have to pull the head like most do..