I bought one off ebay with the threads for the primary o2 sensor bung stripped. Its a hit and a miss with ebay. So I bought one off Ken at protegegarage after that. Fast delivery, awesome customer service. I forgot if the obx comes with a exhaust mani gasket or not. If not, go to mazda, I think they go for 15-20 dollars. Been a while since I had bought one.
And it should only be a little louder with the obx and your axle back. You might lose very very little low end tourque, but gain power in the upper rpms. After 4500 you should feel the header doing its job, letting that motor breath alittle.