Long tube headers will make more power, but only high RPM.
Shorty headers are usually ALOT easier to put on.
The tube diameter also plays a big role in what kind of power they make. Stick with smaller tubes to keep torque output nice. Around 1 5/8" primaries should be good. Larger tubes can make more power high in the RPM band but lose torque down low where you do most of your street driving. If you have a high HP motor that can rev, you might consider 1 3/4" or larger primary tubes.
Another thing you will see is equal and unequal tube headers. This refers to the length of the primary tubes. Equal tubes are preferred because they are supposed to make better power.
1/4 length headers are a decent compromise, they make decent power, look nice and offer more ground clearance.
I've mostly dealt with Hooker Headers and they are OK, but I've seen some problems with their cheaper sets. I had a friend buy a set and he had to file welding flash out of each bolt hole before installing them. Thats lame to me. I'm going to try Hedman next time.
I didn't get into 4 into 1 vs Tri-Y etc. but I would stick with the more common 4 into 1 versions.