The factory manifold and up pipe are another source of restriction in the flow of exhaust out of the car. The manifold is the stuff that gets exhaust gas out of the heads, and most of the way to the turbo. The up pipe is the last piece of tube that consolidates all the exhaust gas from the four manifold tubes and carries it into the turbine housing.
The Prosport header pictured above combines the header and up pipe into one package, packaged and sold together. The reason for this is that white the two-bolt flange that attaches the factory cast iron manifold to the factory up pipe is adequate for the stock parts, a stainless steel header expands and contracts more than the cast iron manifold, and with only two bolts holding the manifold and up pipe together, the two will tend to pull away from each other, resulting in a leak. The three-bolt flange of many aftermarket headers (including all the ones we sell) is much better at keeping the header firmly sealed to the up pipe.
Tubular header manifolds are very expensive to build. There are many bends, and the tolerances are tight. For this reason, the header upgrade is a pretty expensive way to make power. Our least expensive model is $599, and you might expect around a 10 hp gain at the wheels. Of course, this gain increases with higher power and boost levels.
The up pipe is not very long, but on the 2002-05 WRX, and the Legacy GT through 2006, it does contain yet another catalytic converter. If one were (not legally, of course) to remove this cat, one could gain some more horsepower. Theoretically. ;)
Note that the 2015+ WRX (and 2010+ Legacy GT, and 2014+ Forester XT) have the turbo mounted low under the front of the car. Those cars don't have an up pipe, although they do still have an exhaust manifold, and they can still gain power from the addition of an aftermarket header.
Next up: Turbo upgrades.