any power gains from header only?

I am going to keep my exhaust stock. Or, rather I should say I'm keeping my muffler stock. I think headers are part of the exhaust as a whole. Anyway, a guy at work wants to sell me a DC Sports 4-2-1 header and install it for me for like 130 bucks. I think that is a good deal but what kind of power gains will I get from just the headers? Any? Is it even worth it? I know any mod is worth it and I'm sure it would be better than stock but if I can't feel the gains then I might as well not do it and learn do out drive people if I can't out horse them. ya know?