I've got the eBay stainless set on my '07, I've been very happy with them. I got the set that came with an "off road" y-pipe and a set of the cheapie eBay catalytic converters. I haven't had any problems with exhaust leaks, and actually I like these headers a lot. They have nice thick flanges that I wouldn't expect to warp over time even as bad as a lot of name brand headers I've seen. Roughly 3/8" thick.
Here is the set I have is these:
Find many great new & used options and get the best deals for Stainless Steel Exhaust Manifold Headers for Chevy GMC 2007-2014 4.8L 5.3L 6.0L at the best online prices at eBay! Free shipping for many products!
www.ebay.com
And with that I used two of these:
Find many great new & used options and get the best deals for Universal 2.5" In/Out High Flow Performance Catalytic Converter Stainless at the best online prices at eBay! Free shipping for many products!
www.ebay.com
Looks like they make a set now that already have the converters in the y-pipe. Pretty good price if you don't have the ability to weld the converters in yourself, and if you don't want to visit an exhaust shop.
Shop Stainless Steel Car and Truck Manifolds and Headers with Performance Part with eBay Guaranteed Fit. Great deals. Massive selection from top brands on eBay.com
www.ebay.com
I also did an eBay catback at the same time. I had to change the flange to the one that came with the headers/y-pipe, your mileage may vary with that. It looks like the set that already has converters does not include the section to weld into the catback if they don't match up. Here is a Tahoe catback similar to what I used on my Silverado.
Outlet: 3" Mandrel Bent Tail Pipe. Model: Tahoe / Yukon. Material: Aluminized Pipes / Stainless Muffler & Tip. Muffler Type: Straight Through. Notes 4: Fits models with factory single inlet muffler. Muffler: Max Flow 5x8x18 - MF2259.
www.ebay.com
I've been very happy with this setup. Personally I'd take the eBay stainless stuff over a lower end name brand that's not stainless. I've had several set of eBay stainless headers and had very good luck out of them. The biggest enemy of headers is rust, and the stainless will make them last a LOT longer, especially if you're going to wrap them. You'll generally get 2-5 years out of a set of plain headers, and roughly indefinite out of a set of stainless.
Now, the tip about emissions from J Mac is a good one. This varies greatly state by state. If you have emissions testing, you may want to have your factory catalytic converters welded into the cat-less y-pipe. All modern catalytic converters are "high flow" since the 90s, so you will not see a performance drop from re-using the factory converters. If you do not reuse the factory converters, make sure you keep them. They are worth $150-300 for the set depending on the number on them, and the condition of the core material, last time I checked. Lots of folks will offer you less, but if you look around you can find a scrapper who will pay what they're worth. Again though, not a bad idea to just reuse them so long as the core material is still in good shape.