Ceramic coatings are more for rust proofing and appearance than for heat reduction. If you want heat reduction you need to have them coated with Jet Hot or a similar process. Stainless won't reduce heat either...they're for longer life, but stainless can discolor and is expensive. Plain painted headers will rust and look terrible in pretty quick order, though they do the same thing functionally.
If you use thermal wrap, most, if not all, header manufacturers say that voids the warranty as they say it promotes rust.
I agree completely with buying headers with the thickest flanges you can find. It makes for far less problems with leakage and adds to their service life.