From what I understand, headers give off a ton of heat. Would that be a problem in my Neon? If I got headers, would it be best to wrap them or to just leave em alone?

 

I'd just leave them. If you wrap them, then moisture can get trapped underneath as the header cools. Moisture leads to rust... They really don't put off any more heat than the stock exhaust manifold. You might be able to fit the stock heat shield back on there with a little modification, but it really isn't necessary. You could also find a place (Jet-Hot, for example) that will coat the header.

Best of luck!