[WildBillyT]

Coated headers:

1.) Cost a more
2.) Look nicer
3.) Last longer
4.) Keep underhood temperatures down

Non-coated headers:
1.) Cost less
2.) Look decent until the paint burns off- which it will do pretty quickly. This includes VHT paints which are supposed to be rated to 1500* for Black and White and 1200* for colored.
3.) Don't last as long and can rust out.
4.) Keep your engine bay hot- you can melt plug wires and such if you aren't careful.
5.) They will corrode inside of header wrap which traps in moisture