Pull the engine.
lol, it just 'seems' easier.
(only kidding though)
First of all...if you have rust on your ypipe bolts then get new ones and also stop by a muffler shop to have them loosen the bolts. This will save you a nice headache if they are rusted.
Second, the front header is a breeze. The rear is completely the opposite...such a PITA to remove.
In order to get the rear headers off, you will need to remove the intake manifold. You have a very small area to move around and you will need to work from both under and over the engine to get all the bolts off the header (6 total bolts?). Of course you need to remove the heat shield from the header and also you will need to move the firewall heat shield out of your way while you are taking the header bolts off.
Don't forget to take your egr tube off as well.
Installation is much easier as the headers are lighter and seem smaller than the stocks.
Give yourself about 6hrs or much more, depending on how mechanically inclined you are and how many friends you have to help.
