I'm considering getting some aftermarket headers, but thus far, everyone I've talked to has said they sound great, but the bolts rattle out constantly. If I'm gonna have to get the bolts tightened every month at a shop, is the extra 15 or so hp I would gain and the $600 it would cost be worth it?

cant you get the bolts welded on or something? 600$ for what brand and where? local machine shops might be able to rig something up for you. that 15hp can be upgraded with intakes and what not.

No problems with mine. And I've done some serious torque runs with them...a lot....

Mine have also been holding out very well since January with no loosening.
You just have to do a proper job of torquing them up.

Oddly enough I changed out my plugs last night and thought I should check the torque of my headers, all bolts were bang on and nothing has rattled loose.

5 months and 10,000 miles no rattles here.