They will last longer, and will help slightly with under hood temps (maybe not enough to notice?) I'd say in the long run... yes, it's worth it.

But, you can often times find a local shop that will save you some money over buying them done?
Again, depends on the header you go with and or what you want to go with, and then the coating companies you can find locally and their prices...

Brett - 67 Drop Top 455! (with coated headers)