[metalracer]

Just search for mandrel bent tubing, there are a number of good sources.

However, for most applications, I recommend buying pre-made headers as there is a fair amount of engineering that goes into a design, they're very time consuming to make, fabrication precision is essential, buying all the parts and pieces costs nearly what a set of pre-mades do. I think building a set of headers is practical if you've got all of the above handled and:
1) You're looking better collector designs
2) Nothing in the marketplace is a good mate to your engine design
3) Your car/engine/bodywork needs special fitments