The right headers can move the power band to lower RPMs so better start off power.
Headers don't add power they shift the power band to higher or lower RPMs.
Stock exhaust system is tuned for mid-range power
Just FYI, the back pressure thing is a bit of a misunderstanding of cause and effect.
You want 0 back pressure at the exhaust ports, negative pressure is even better.
What you want is velocity in an exhaust system.
When someone put larger exhaust pipes on a manifold and they lost some power they then surmised that the larger pipes must have lowered the "back pressure" so "an engine must need back pressure" to run better.
But what actually happened is that they increased "back pressure" with the larger pipes, so lost power.
This is where "tuned" exhaust comes in.
A smaller pipe increases the velocity but lowers flow, larger pipe decreases velocity but increases flow.
When using a manifold with a collector what you want to do is to get a good velocity from one exhaust port so when its "pulse" reaches the collector(much larger pipe) the velocity from that 1 pipe will cause a pressure drop in the collector as it expands to fill the larger pipe.
This causes a pressure drop in the other exhaust pipes on that collector, so 0 or negative pressure at the other exhaust ports.
If you make the exhaust pipe bigger then velocity goes down, which means pressure at the other exhaust ports will go up not down.
This is where the back pressure myth came from
So the tuning of the exhaust system is not just bigger is better, lol.
The volume of the cylinder and pressure at the exhaust port need to be considered along with changes in RPM to calculate a large enough and small enough pipe size.
You want to create enough velocity without limiting flow.
There are also pulse counts to consider as well, lol, so not a simple thing and way above my pay grade
Best bolt on would be to remove fan and fan clutch and install an electric cooling fan.
Frees up horse power and has better low speed cooling.
After that, headers sound better and as said can shift power band lower to give better start off power.
CAI is a waste of money for power, but for looks and sound they are nice.
If you look here
http://www.therangerstation.com/tech_library/index-engine-fuel.shtml
Click on the 4.0 V6 link and at the bottom of that page are bolt on upgrades also other upgrades