2006 Z51 2LT Corvette Header Install
The tools:
Car jack, Jackstands, Torque Wrench (used 18ft-lbs for the header bolts and 45ft-lbs for the exhaust clamps), and a craftsman 165pc tool set.
The process:
Jacked the car up and stand it on jackstands. I needed about 15" of ground clearance for this.

Removed the engine covers, the spark plug wires, and the oil dipstick. The dipstick pulls right out after you remove one single bolt. Also make sure you remove the battery positive; if you don't, the headers will short out your battery on contacting the starter motor. Don't ask me how I know. At this point, loosen all bolts. You may not want to remove them all just yet.

In retroscpect, it would have been easier to remove all the above BEFORE jacking the car up.
Do not bother attempting to remove the exhaust manifold into catalytic converter nuts. They will ALL shear:

Nice view of what the stock manifold collector looks like though. Compare it with what Kooks uses:

Now that, ladies and gentlemen, is what a 4-into-1 merge collector should look like
The proper method of removing the stock manifolds is to leave them connected to the cats and remove them at the H pipe connection. I did not have to remove the alternator, starter, or anything else in order to accomplish that.
Having removed the stock headers and cats, I moved the O2 sensors over. They were easy to remove. Don't forget the antiseize.

Now it was time to get the new headers in. I installed them from below, but could not have done it without help. I held them up while my neighbor (thanks Les!) put the bolts on. Don't forget the gaskets; I re-used the stock ones as they are 3 layer steel and better than the ones that come with Kooks. Just make sure to clean them up nicely beforehand. I kept all bolts lose for now:

I then installed the catted X pipe, one section at a time; I was able to push the axleback exhaust out of the way to get the rear section of the X pipe in; wasn't easy, but just be patient.


Finally, I used aluminum tape to hold the O2 wires out of the way. Aluminum tape reflects heat, but it does not appear to be a very durable option. Still looking for a better way to do this.

References
http://www.smokinvette.com/corvetteforum/showthread.php?t=28127