Richard has been bugging me about wrapping mine for awhile and I got the same thing from Tony recommending not to wrap them. I haven't decided what to do either, but if you wrap it against the manufacturer's recommendation, it could void Tony's warranty if any issues arrive.
Worth also noting, the plastic sleeve holding the extended 02 wires can potentially melt. I drove my car very hard at a two day autocross event where I did well over 30 runs in the 96 degree heat, and when I took the car to get tuned the plastic wrap had melted on both sides and had to be replaced with heat wrap. Just something to consider.
Make sure you definately get the opinion of people who actually have these headers on this actual car. they will be the best people to make a decision based off of!
