I would not say huge difference in themselves. But, with everything together headers will be a must.
Air in Air out. If you put a huge exhaust with a small throttle body the exhaust will not help. But, change throttle body intake cam, bigger exhaust is a must.
I cannot comment really much on the sound difference. When installed my headers, I also had a leak at my Cat so the exhaust was loud to begin with. You will hear more engine noise but it is not to the point where you will curse the day you put them on.