Header coatings, how necessary?

You asked "is it necessary to have your headers coated"? No. Is it recommended. Yes. I've run un-coated headers for years without any problems, other than they look like hell and rust. Coatings will reduce under hood temps and the potential for rusting. The top picture in the post above is TTI's ceramic coating. They didn't last too long. I even used an old set of headers for break in before putting the TTI's on. And they still cooked!
When I had the car apart for painting, I took the headers to Jet Hot in OKC. As you can see in the two pics below, no discoloration and no rust.