personally i like 4-1 because it usually has less resistance to airflow and i like the fact that its one piece.
that said, a 4-2-1 isnt THAT much of a difference and the installation is easier because you don't have to twist it in such awkward ways (smaller pieces = less hassle)
so far, trial makes the best horsepower gains (about 11 whp). but its expensive..in the neighborhood of $700. (normal headers can be found for around $500). the price is so steep because trial is a japanese company and you will need to pay destination charges for the product.
that said, dc motorsports is coming out (or has recently come out) with a header for the gts that promises even better gains than the trial and for a cheaper price. worth looking into, in my opinion.