My vote goes to the AEM SRI. Most cheap eBay intakes come with just piping and a basic filter. I prefer how the AEM bolts down at the intake manifold AND by the ABS. This makes it nice and snug and prevents it from ever shifting around.
Also pending on what one you buy....the filters will sometimes be junk. AEM's filters do a fantastic job filtering out literally everything and require minimal cleaning (without oiling such as the K&N). Some of the no-namers sold on eBay come with paper filters and other lousy materials that work no better than the OEM paper filter. They get dirty quickly, restrict airflow, and become a nuisance to maintain.
Another thing you'll want to watch out for, is to make sure you get an SRI with a knob to reconnect your PCV . If you buy a cheaper intake, they sometimes do not have these and you'd have to install a breather filter on the valve cover. This results in less pressure in the crank. The consequence of this is you get more positive blow-by from the combustion chamber past the piston rings and into the crankcase. More blow-by means you will have less cylinder pressure. Less cylinder pressure means the burn is slower and less complete. This results in more emissions and less power. So do yourself a favor and buy a good intake that allows you to hook the PCV back up.
And as for exhausts:
1) Integras have a header...not "headers." The unit as a whole is called the header...each individual pipe is not the header, therefor it is not called "headers."
2) You should really plan out your exhaust system in full before spending money on parts. You want to build a system that has the same diameter piping to prevent bottlenecks (air running from a larger pipe into a smaller pipe welded/bolted to it) which ruin airflow.
3) Greddy Evo2 is a pretty popular choice. Its one of the deeper sounding exhausts and the design is pretty nice.