hah, mine's running no cats at all right now, so it definitely smells. But not nearly as bad as my MR2 turbo (also without cats)
Also, I DIY-ceramic-coated my JVT headers before I went through with the swap to help with increased flow
All I used was a high-temp header paint. It's called VHT (Very High Temperature) ceramic header paint. Available at parts stores like O'Reilly or Kragen, etc.
My friend and I like to DIY paint small items. It's pretty rewarding once it turns out nicely. I wish you guys should see my OE strut bar (which came as silver, even though I told them I wanted black finsh) that we painted to match the factory wrinkle finish. It looks spot on