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Depends on what headers you get, some are plug and play, made to be a retro fit and come with correct pipes.
Stock Ranger exhausts are tuned for mid-range power, most people want/get headers for low-range power, so you lose the mid-range.
Racing headers get you higher RPM power, high-range, so you lose low and mid-range power.
Tuned exhaust means the size and length of the header pipes create a lower pressure at the exhaust ports at a specific RPM, so when engine is near that RPM the engine loses less horse power/torque from pushing out the exhaust, it is pulled out by the lower pressure, this means more power for the rear wheels, this is the point of tuned exhausts, i.e. headers
There are 3 RPM ranges, low, mid and high, the "tune" only works for one range.