Here is a rough guide i wrote since this is the most asked question.
5SFE and 3SFERemember that the 5SFE was built for economy and low end torque so they dont breathe as much as 3S engines however, a popular upgrade is to replace the 5SFE with a 3SGE/GTE (same gen) header. Doing this should be a 5-10 hp gain.
Unlike the 5SFE, the 3SGE in built more for performance. Upgrading to 3SGE/GTE headers is good because they are already great in stock form, infact, when people tune the 3SGE, most leave the headers as they are. Same with the 3SFE.
4AFEFinding headers for a 4AFE is a bit more tricky. Some say 4AGE can fit but the better upgrade is for a set of 7AFE headers. From what ive heard, they need to be modified a wee bit but nothing majour, just a flange IIRC.
http://www.toyoland.com/engines/4A-F.html3SGEUpgrading the headers on your 3SGE is not really needed, the stock ones already have a great setup and are strong and reliable. If you do upgrade, i would go custom but i wouldnt expect to see a huge gain.
3SGTETBH, there are so many aftermarket ones for the turbo model by all the top brands that you cant turn them down, these are recommended over stock. Again, can also go custom.
Why choose standard over ebay?Standards good because:
A) You dont need to modify the heat shield mounts so you can use the standard heat shield that comes with it.
B) Far better quality, Toyota built these headers to last.
C) Cheaper and most of the time, you get a better HP gain.
This is just a rough guide, its up to you to research more into it. If your looking for headers for the 5SFE in your ST18X Celica, look for headers of a ST18X Celica, Camry or other models may fit but its a a gamble due to components in the way, etc.