At the time, it was the hardest thing I'd ever done to a car. And I did it all on my own. Take your time, take some breaks if you're having issues or call on somebody of you're needing help. I spread this out over 2 days because of work schedules and stuff.
1 week leading up to header removal:
Get a few cans of PB Blaster, spray all bolts on header flange and ball flange down at the base where it meets the y-pipe. Do this every day, before and after you take it for a drive. It might also be a good time to clean/degrease the engine bay and underside of the car real well before you do this job. It had looked like I had gone slip'n'sliding in an oil slick when I first pulled my stock exhaust out.
I'd recommend buying new spark plug wires and NGK TR55 plugs (the NGK TR55's aren't high mile plugs but they do excellent on our V6's). You might want to anticipate buying new O2 sensors for the left and right header after burn in has finished. Many people have O2 sensors go bad after a header install, it's easily understandable because of higher flow in the headers, coatings inside the headers burning off and fouling the O2's, etc. etc.
Get a car on a lift, or ramps and stands. DO NOT USE JUST A JACK! If you do, you deserve whatever Darwin sends your way.
Pull spark plug wires
Disconnect starter, carefully remove and set aside with bolts (I keep them in a ziplock and write what they are with a sharpie).
Remove spark plugs
Figure out how far back the y-pipe on the new headers go, give yourself a little more room and cut the y-pipe off the car. If you're installing a whole new catback, it really doesn't matter. I chopped mine off in sections.
Unbolt ball flanges to y-pipe
Unbolt stock manifolds. If the bolt doesn't give, soak it in PB blaster some more and move to the next one.
Remove headers taking care to not damage the metal gaskets.
Clean surface of cylinder head with a good degreaser, brake clean or whatever. Same goes for the old gaskets. The OBX's might come with some good quality gaskets, you could use them as long as they're not paper.
Use clean rubber/nitrile gloves if you're installing stainless headers, grease/oil will make splotches on the primaries during the burn in process. Not necessary, but I do it for that cleaner look during install.
Spray surface of header flange and gaskets with copper gasket spray
I keep one of the stock studs/nuts for both sides to slide the gasket and then header onto to make the install easier (I do all my wrenching alone).
Slide gasket on over that stud, try to keep your fingers off the gasket spray.
Start bolts by hand, not with a socket or wrench as you can cross thread and then screw yourself horribly. Do not tighten with a wrench yet!
Attach y-pipe, finger tighten these bolts and align the merge of the y-pipe with the i-pipe or new catback.
Tighten the header bolts from the innermost primary to the outside, that way you don't bind the gasket and have a potential for a leak later down the road.
Tighten y-pipe bolts, thread locking compound will help on these.
Install new spark plugs.
Run spark plug wires be sure that the wires do not rest on the header primaries or they will melt/burn through and you'll get a nasty misfire.
Double check all connections, make sure parts and tools are out of the way.
Fire it up and let it idle for a few minutes, making sure everything is okay. Take it for a drive afterwards.
If you're running an open y-pipe, you'll need to take it to an exhaust shop asap. Do not run it with open headers and no y-pipe! You're risking a fire along with the O2 sensors really do not cope with this very well and you will stall after about 10 minutes of run time.
I think that's it.
It's a real fun time wrestling mine in with only a set of ramps and stands compared to the aftermarket mid length headers: