Who is useing Header extensions?

I dont have a exhaust system right now. Also can you weld on ceramic coated headers?
Not without destroying/removing the ceramic coating where you weld. If you're not going to run exhaust pipes, a set of extensions might be your best option. Length will depend on your setup, I've heard of the method B3422w5 mentioned being used with some success, so start there... Just keep the O2s as close to your collectors as you can.