pacesetters are bang for buck, but personally I will never go coated again. My pacesetters are ready to fall apart. Go stainless,
LPP stainless headers have a great rep in the lsx community, not sure about lt1's, and they are reasonably priced.
Delete the air/egr. You will end up getting rid of them in the future, and doing it now will make the install much easier. You will throw a code for deleting the air/egr, but you can still drive the car with the codes without hurting anything. If you get rid of cats then you will need a tune or o2 sims to delete those codes.
Definitely do motor mounts at the same time and consider aftermarket header bolts.