i put the Z tube with the stillen intake but i'm still using the factory exhaust do i gain or lose horsepower...Would it be a good thing if i change the headers and the stillen catback..... what would u people recommand........

Im sure you wont lose any HP, what year is your ride... ive been hearing the 05's 06's dont benefit quite as much as the 03' 04's from CAI's. Non the less its a good start. Alot of people ahve been using the Borla true dual exhausts... although there is a big debate on whether or not it loses too much backpressure... do some searches, may help you out!

CAI's do not add much HP, just more sound. Headers and catback will give you more power

^^^He doesnt have a CAI (which loses power down low)^^^

The stillen intake and z-tube combo doesnt have anything to do with your exhaust therefore you wouldnt lose power, the short ram intakes like the stillen ones may gain 5HP at peak but nothing more, mainly just sound. It's all up to you if you want to get headers and the stillen exhaust, a lot of people here are using the stillen exhaust and like it.
-GP-

based on most threads in the forums, there should be a gain in hp but it is quite minimal.... like what was said, 5hp gain maybe at best...

more for the sound than anything. you bought a nice car to start modding just do it right the first time.