Don't get the Megan headers from Ebay.
I'm sure AndyF has blown them up before.
If you want the burble to stay i would port your oe headers but that means your car will be off the road for a while as your header is away getting poated.
If you fancy a change from the burble i would get either HKS,GT Spec or Gruppe S Headers.The last 2 are the cheaper option.
If you like to listen to mines just ask m8.