I've built headers before for my current honda VTR1000, old suzuki GSXR750, old 302 Ranger, and father-in-laws chevy roadster. I'll walk through the Ranger.
First, I needed an idea. I am an electrician by trade so any scrap 1/2" conduit I took home along with set-screw couplings. The conduit is easy to bend with a hand bender and easy to tweak with your hands. The set screw couplings allow quick connection, separation, and rotation of two pieces. This also works out because my 1/2 EMT bender has a centerline radius of 4 3/16" where as the mandrel bends I purchased were 1.75" OD and had a 4" centerline radius. took a scrap piece of flat stock and drilled out 2 bolt holes to hold it to the head. I drilled four 3/4" where each exhaust port is and installed a 1/2" emt connector (screw up) in each and tightened down the lock nut. I bolted this down to the head. My goal was to match all 4 primaries to 36" in length. So, I used the scrap conduit and started to piece together a mock-up header. I tried very hard to stick with 90, 45, and 22 degree bends as these are common bends you can purchase. I made sure to leave enough room for 1.75" OD pipe, meaning that my conduit (3/4" OD) needed a minimum of 1/2 clearance around it, but opted for 1.5" between two conduits and 1" between conduit and other obstacle. Once mocked up, I unbolted the entire assembly and began to recreate it on the welding bench with a tig welder and 409 stainless steel bends and pipe. After tack-welding the assembly I stood back and admired my work, then refitted it to make sure everthing worked out. I liked what I did so I back purged the pipe and tig welded all my joints. I also purchased 4-1 collectors at which point I welded this on. They come in two pieces. Weld the plate that covers the 4 pipes and then weld the formed cone onto this plate. Repeat for the drivers side.
I was proud, but I would not like to do it again.... which I will end up doing it again because I'd like to try a stroked 351 into a ranger. lol All in all it took 30-40 hours per side.
EDIT: I forgot to add that I brought exhaust gaskets to my buddy (Cates machine and welding) and had him CNC cut the gasket template out on 3/8" stainless flat stock. This would be my flange.