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How long have you had the headers on? Did you retorque the bolts? I wonder if you have a slight exhaust leak richening up the mixture. It was mentioned before, but how old is the O2 and did you do anything to it when you moved it for the new exhaust? They are supposed to throw a code when they get lazy, but sometimes they can be lazy, but not lazy "enough" for a cel. A live view of sensor output while driving in closed loop would help a lot.
Are you having any drivability issues at all? Even something minor? Slight hesitation? Surging? Popping? Does it happen when warm? Cold?
It would be interesting to reset the pcm to default the fuel trims and see what happens.
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