It depends on what you are going for in performance, if you just put headers on and are leaving it there other than monkeying with the tuning it probably won't matter too much, just don't go too crazy on leaning it out at high engine speeds and loads (despite popular belief, leaner is more powerful, the trick is getting more air in so that you NEED more fuel, not just adding fuel...). The air fuel ratio isn't the end all be all of numbers to look at, sure you want an AFR of 14.7:1 (Lamda or Phi of 1) most of the time until you need to add more fuel to keep the valves cool. I tune engines at work for emissions and however much power I can get with meeting the emissions requirements so I leave the engines in closed loop fuel control until EGT gets too high, with the help of an AFR to get an idea of how much fuel I'm really adding and monkeying with timing to balance the power and EGT or NOx production... But I'm usually working on engines that will live with steady state loads like a boat, crane or irrigation pump which is no where normal operation for a road going vehicle so EGT is more important...