No, but I have a small crack in my exhaust manifold. When I replace it, I will put on headers, but my truck needs to be street legal. If it's a matter of drilling a hole, and welding on a nut for the O2 sensor, that I can do. I don't know why they just have yet to do that yet.
That is, unless I can find a good, inexpensive Titan drive train, and then I do the whole system.
With installing headers, you will probably have to replace the whole exhaust, which at my mileage, is not a bad thing. I just don't have a custom exhaust shop near me. But you probably would need all new pipes, cats and muffler. In addition, probably 4 new O2 sensors. I have though of doing this, but $500 for headers; $400 for O2 sensors; $600 for a complete exhaust, including two cats, I have thought better of it.