Depends on what size of rolls you buy but as a rule of thunb 3 rolls for the headers and up pipe and a roll and a bit for the down pipe. Initially I heat wrapped the downpipe to the flange however it soon wears away so next time im only going as far as just above the bend under the car.
heat wrap will eventually get worn and fall off headers, its a fact of life. To try and make it last longer spray it with high temp paint once fitted.
Soak it in water before fitting which will give a tighter fit once it drys naturally before you paint it. There is no easy way to do it. I always use metal ties to hold it on but I have seen it wire locked on, ie wrap lock wire every so often to help keep it in place.
Try to keep it as even as you can and dont be economic with it or it will end in tears.
Best way round it is ceramic coating but it is expensive so unless you have a big budget stick with heat wrap.
Dont shear the nuts on the back of the turbo, and makesure no wires etc (lamda, o2 etc etc) are touching the exhaust once fitted, keep them well away.
Also make sure its all tightened up correctly, I once had my engine hearing knock and pulling ignition advance, I eventually found out it was my exhaust vibrating on a mounting I hadnt tightened up correctly.
Hope this helps!
Callum W