This is not true. 4-1 headers generally make the most power in the upper region of the powerband while 4-2-1 headers lean mor towards the midrange. A properly built long tube 4-2-1 would be the best of both worlds really.

A stainless header will last longer than a ceramic coated unit. This is true. The ceramic coated header will be less expensive.

Yes, keep the O2 if you plan to use the factory ecu.

Agreed, a header install isn't too tough. The O2 may be a little of a pain to take out of the stock manifold but some penetrating oil should help.