Steve:
Do NOT coat your headers and sidepipes before you have fitted them and are satisfied with their fit and function. Granted it is a pain to fit them and then remove them for coating and reinstall, but you will be glad you did.
Pipes will "settle in" after a few cycles of heating and cooling, and it is a good idea to let that happen before you do any coating. Most coaters don't care if the if the pipes have had several hours of use through them anyway...process is the same.
Bud