To answer your actual question, headers are supposed to be better designed than the standard fitted exhaust manifold. There are two types. Equal length and Unequal Length. Equal length headers have the same distance from each cylinder outlet plummed to the same length, as to get even exhaust pulses through the manifold. Unequal length, is exactly that, unequal (which the standard headers are designed around). They are also usually mandrel bent, which means they have no compressed sections. Their diameter is equal throughout the bends. Effectively increasing exhaust flow, allowing the turbo to spool up faster and increase power and torque. The standard WRX manifolds though are pretty effective up until around 240awkw anyway, so unless you plan on making more power than this, the standard headers will suffice.
I had a set of xforce EL headers fitted to my 2.0L GC8 STi. I didnt notice any increase in power at all (My level of modification was significantly less than 240awkw). What I did notice was a slight increase in bottom end torque before boost kicked in (onboost performance was unchanged). Also my fuel economy didnt really change.
The big change was sound. With the EL headers you will loose that boxer rumble and it will sound more like an inline 4. You can how ever get Unequal length headers and keep the sound. EL headers (in my opinion) are really reserved for high HP applications (above 240awkw, which is a lot of power from a EJ20/EJ25 imho)
I dont think you get any major gains with headers on a WRX with less than 240awkw so money is probably best spent elsewhere like
TBE, intercoolers, computer, suspension or brakes.
If you have a stockish wrx/liberty, the best upgrade would be a
TBE or a suspension upgrade.
Just my 2c