The ready made headers are usually pretty good for general purposes but there are usually improvements that can be made to tune it better for your specific engine. Also engine timing is very important. If you just swapping cams out without providing suitable changes elsewhere you are not getting the most benefits from the cam change. You might see an improvement but in order to get the most out of your engine you have to be certain that the whole system is optimized to the specific engine events. It's the small supporting changes that make the difference between 2 engines with the same components. If everyone just had to slap the same components together they would all run the same and there wouldn't be anyone who built exceptional engines. It is in those supporting modifications that changes a great engine into an exceptional engine.
Knowing what you want, the understanding of the relationships between the different components and systems of the engine and understanding the compromises are the keys to making the right choices for getting the absolute most out of your engine. If everyone uses general off-the-shelf parts then everyone ends up with general performance. The end goal is always efficiency. The more attention paid to the intricacies of eeking out more efficiency the more you will thand out from the "off-the-shelf" part gatherers. The only thing that the parts do is try to make pumping air in and out more efficient. If you focus on the systems that support and control the characteristics you increase the efficiency. Efficiency=Power.
The parts combinations can be very good but when you are in a competitive situation it's usually better to invest time and money on dialing in supporting systems to match your cam and get your valve seat areas efficient rather than trying to find a cam to fit the exhaust and current air flow. Pick your goals, figure out the exact cam for your needs and then dial in your supporting systems to your cam. Remember that the intake velocity, quality airflow and atomization are the most crucial for efficiency no matter what cam you have. Pay attention to reversion, build in good scavenging of the head and take advantage of overlap... the exhaust is the beginning of the intake cycle and can be very beneficial if you design your exhaust system properly.
The guy kicking everyone's butt at the track incorporates these things but will never tell you about them. If you haven't heard any of these things listed above as being so important then there are 2 possibilities why... either they actually don't matter, or they are crucial and they don't want you to find out about them so they don't have stronger competition.
Parts can only get you so far. Some guys put together easy puzzles, some take the time to put together jigsaw puzzles... But the true stand-out guys are hand sculpting 3-D masterpieces. The challenge is the most efficient engine, not putting together puzzles.
Sorry, I got carried away thinking back to when my dad built competitive engines and was trying to make me realize just what to focus on, teach me the physics involved and how to get the most efficiency possible.