I think it's safe to say the thread originator has been sufficiently "frightened" as to not start the engine without at least the headers in place.
BUTTT, I'm still wondering, "What's the real problem if he did?" It's unlikely he would run the engine long enough to burn a valve, due mainly to the great noise (a very valid concern with hearing any knocking or other bad engine noises). Other than the noise factor in running the engine long enough to see if it DOES fire up, idle, etc. why is this a problem?
Fire from the exhaust? OK, but that could be handled with proper planning. Cold air valve warp? Maybe, how long would you have to run the motor? How cold would the air have to be? Is it even a reasonable consideration for a short time frame? What could possibly go wrong (here, hold my beer and watch this)?
