Header wrap really isn't a good idea unless you live in dry climates. Header wraps keep moisture in. If your outdoor temperature doesn't allow the wrap to dry up, then it will create potential weakening issues in the future.
Ceramic coating is the best. It's not cheap, but you have to remember that it also adds another protective layer against the elements to further increase life of the unit. Most people will usually coat the headers, uppipe and downpipe.
Blankets are the most cost effective way to reduce heat as they allow your metal to breath, not trapping moisture in.
I'm personally going the overkill route. Ceramic coating the headers, uppipe and downpipe. Blanket on the downpipe and turbo. Downpipe heatshield.
Well,wrapped my intake in a Mylar fabric this weekend.
Had some downtime tonight so I did some reading. Found a thread on rennlist where a guy wrapped his intake pipes and found a 31* decrease in IAT at cruise on his 986.
He did several tests and tried to keep it as consistent as possible.
Something else to consider with a FMIC setup is the hood scoop. The scoop sucks in air and creates a low pressure zone. This then is sucked out and under the car. With the hood scoop installed you are dramatically limiting the amount of air flow you push through the front as the front of the engine tunes into a high pressure zone, forcing air away from it, meaning you get less efficiency (not positive about the zones but pretty sure I got it right). So basically if you are thinking of cost wise you need to add in the cost of a hood scoop delete, either a Impreza RS hood or a delete plate. Problem is most people would not even consider the air flow and just toss a FMIC on and call it good with the stock scoop still on and sucking in air.
attach some bits of string and test it out!