ok the headers, i dont know anybody off the top of my head that has them. they got rid of them because of everyone doing head swaps. the older manifolds i dont think are any better. if you want headers on it then your going to have to cut the flange off the stock ones and have a custom set made.
as of the low rpm thing, ive never heard of such a thing. most guys want the mp2 tranny, what you have, in their saturns. it mainly depends on where you shift. now i have an aluminum flywheel on my car and it revs up quicker but i have lost torque. also if your doing the flywheel and clutch and plan to be able to really use the car, you better crack open the transmission and weld the differential pin so it doesnt blowout. the retaining pin tends to shear and then the pin goes flying out, but mainly happens on cars that have the wheels spin on unslick surfaces or like spinning the wheels in snow and then it grips. it wont happen first try and may take quite a while but it will most likely go. dont want to scare you away with that but all saturn tuners deal with it and the transmission are easy to tear apart.
ok now as of the underdrive pulleys, for the accessories it will be fine but dont use the crank pulley! saturns crank pulley acts as a damper so if you install a underdrive crank pulley then you will prematurely wear the bottom end out. also a magical little thing on a saturn is megasquirt. that system is something many saturn tuners praise about. if your thinking about using it, check out
http://www.plastikracing.net/cart/home.php . they have the complete megasquirt set up made for a saturn and at a pretty good price too.