I've had good results with the headers on my bike using hi-temp paint. I put them in the oven to sort of break in the paint, you know, like the instructions say.
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The trick is to bead blast the headers first and then hi-temp-coat them. I got many years on my headers that way. Powercoat is the best of course.
That is what I did, it didn't work.
With a header it is almost if not completely impossible to sandblast between the tubes. Something like a tri-y probably but like mine where all four pipes meet in one collector there is too much going on, you can't even see all of the surface area let alone hit it with sand. Since I can't see it I don't know how that part is holding up, but the parts I did sandblast and header paint are far from satisfactory.
I vote for powdercoat if possible.