Wrapping headers will make them rust out even faster, because the wrap will hold in all the moisture.

If you're worried about corrosion, don't wrap the headers- this will accelerate the corrosion.
If $$ is an issue now, buy the uncoated and strip off the crappy hooker paint as it will flake off the first time you start the car anyway. I started the car and saw all the wrinkled paint and chips flaking off, so I took the headers back off and bead blasted them. Paint them with a good hi-temp paint (Summit sells a Hi-Temp silicone paint that I used- lasted about 5k miles so far and still looks perfect).
When you get the $$ call HPC (high performance coatings) or Jet Hot and send them out to be coated. As I recall both Jet-Hot and HPC quoted me about $175 (but I don't exactly remember the $$).

Wives are like that. :)

FWIW, HPC here in OKC I think charges $220.00 for ceramic coating longtubes in & out with lifetime warranty against surface rust. Prices should be about the same in other locations being they are a corporation.

FWIW, Jet Hot quoted me $279 for ceramic coating a set of Kooks SS headers, inside and out...this included return shipping.

So coated regular > non-coated stainless steel?

For me I could care less how the headers look. If they rust on the surface, great, that will look almost sleeper. I plan on getting some plain Pacesetters sometime this year if I am lucky, and will sand them then get some high-temp black paint and be done. Or I might go over the black paint with some rust colored paint..... :devil:
I just don't want the flash of ceramic or stainless steel in my engine bay. And the power difference is minimal unless you are already turning 450+ rwhp and are tuned untill your eyes water. :burn:

I've heard wrapping the headers theoretically helps, but for some reason people have not had good luck/results doing that.