Cam or Headers?
1a) Use the search function.

1b) You need to do headers first (longtubes preferably). Stock manifolds will choke the potential the cam gives the motor, netting you less than stellar gains.
2) You don't need to change the heads to add a cam. Once you get your headers on, do some research in the internal engine section for what cam suits your goals the best. Tons of guys here run cam only setups (bigger cam on stock heads), myself included.
2. You're not going to get a cam kit + install + tune for $700. The kit with the springs will cost somewhere in the neighborhood of $1200 for everything. Add another $400 for a tune.
Trending Topics
you'll gain something, but you will seriously choke any real cam with the stock manifolds. You don't need new heads with a new cam. Also, most sponsers should be able to do a cam install without even removing your heads.
The Best V8 Stories One Small Block at Time
I also see you're an auto. Do you have a torque converter? Im surprised nobody has mentioned this but you'll need a TC before a cam also.
Another reason is a bigger cam is going to have to idle at a higher rpm than the stock cam. Once you raise your idle speed a couple hundred rpm, the stock converter will really want to move the car forward idling in gear making you have to put extra pressure on the brakes to keep the car stopped. Compound this to the fact that you're producing less vaccuum at idle for your power brakes with the bigger cam and you really end up having a car that's a pain in the *** to drive. You need to have supporting mods like full exhaust & converter before you think about a cam. Start out by doing some research in the internal engine sections....there's answers to all your questions there.
When it comes to A4s, headers, cams, and TC's all play a major role and go hand in hand with each other.
Your money will be better spent if you get headers or a TC. You'll need/want everything sooner or later so I would choose between those two before anything.
Looks like jmm98ls1 beat me to it.






:agree:
yup. 
BOSS APPROVED!