I installed pacesetter headers on my car last month and had no problems at all. It's pretty good. It feels that there is a little power gain. They weren't ceramic coated, so all the black paint came off (unevenly) within first 5 minutes after the engine started.
so except for the paint complaint (which i can repaint silver <img src="http://www.zilvia.net/f/iB_html/non-cgi/emoticons/smile.gif" border="0" valign="absmiddle" alt='

'>), it's pretty good... i had a custom cat-back exhaust system installed at a muffler shop for $275. I don't know of anyone who has the pacesetter exhaust, so i wouldn't be able to comment on that..
check out
http://vstore.nopi.com/ they got good prices for pacesetters and vairous other 240 parts
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'95 240sx LE KA24DE
D2

Coilovers - 7/5 Spring Rate
2.5" pipe w/ractive muffler & magnaglow hi-flow cat
Injen Intake
Juran Front Upper Strut Bar