From what I understand ( and I may be incorrect) the 2 best options for headers currently available are the CES ( Made in Qld Australia) and the Reband ( Made in South Australia). Many of the owners I know Run either of these two and both are very successful and helping her breathe.
I think there are probably a few more CES headers around, maybe because of their neat look and that most Aus owners live in Qld where they are made.
As Far as performance only - I am lead to believe the Rebands have a slight edge over the CES but is only more noticeable if you have a more modified bike.
I may be wrong in saying but certainly what Im led to understand.
As far as heatshields, both can have them made. I run Rebands and have heat shields on mine and
@TOMCAT has rebands with heat shields too. I know that in both our cases the shields were made for the headers so to my knowledge not a stock option but possible.
I'm sure heard somebody saying they had shields for their CES headers but cant remember who it was.
I havent run the CES headers so can only comment on my experience with 2 sets of rebands. Both were specifically tuned for my my bike in various stages of engine development and I think Ric did a bloody good job for me and definitely give him the thumbs up.
Hopes this helps you choose.