If anyone is looking at getting their headers or sidepipes coated, you should consider LoKo performance coatings in Oak Lawn. I took my headers there on the recommendation of another club member, and they turned out great. Roughly a 2 week turnaround, and the prices were similar to the places that you ship off to, but you save the shipping. They do powdercoating as well, and looked like they were doing some frames while I was there.
Here is a link to their site.
Lo-Ko Performance Coating