Building a Break-in Stand or Swaping in Headers after Break-in?

I think I know the answer to this, but figured it couldn't hurt to get other people's opinion. In the next few weeks I will be assembling my new engine. I also scored a new set of Doug's ceramic coated headers, which I don't want to ruin breaking in the engine. That leaves me two choices:

1) Install the engine with a set of exhaust manifolds, build some kind of exhaust system off the manifolds, break in the engine, then swap out the manifolds for headers.

or

2) Build a break in stand so I can run the engine outside of the car, then when I install it I only have to fight with exhaust in an early A-body once.

I have plenty of materials and tools, I can weld and put together everything necessary to build the stand, but would not likely use it again.

What would you do?