I just ripped out the M-whatever eBay headers (i.e. same as the Megan ones) and replaced them with a set of SuperSprint stepped headers.
The difference in quality and fitment felt worth $2k to me, especially after seeing this:
It's not simple to construct low-run performance parts by hand and get consistent output unless the jigs are of a very high quality, and substantial time is invested in both design and manufacturing to ensure that the parts will fit appropriately - especially when large temperature swings are involved.
Anyway, just one person's opinion, but "you get what you pay for" is often true.