I bought the stuff from Columbia River Mandrel Bends, and the head ends from Biltwell. Those aren't that special. Those can be made too.
SPD and Burns are also good places to get exhaust parts. Columbia is less expensive, although the metal is a bit "dirtier" and tends to leave pin holes in the weld if you're not very careful.
The muffler is a generic car glasspack with a 3" OD. I used a chunk of 3" tube I had laying around to extend the body and do a slash cut on it. For mounts, I just made something that used the stock exhaust hangers so I could switch freely between the 2-2 and this header.
On the bike, it sounds different because it puts the noise behind you. Going down the road, it's less noisy to the rider, but probably about the same to everyone else as the 2-2. For a road trip where you wouldn't want the exhaust noise constantly pounding your right ear, it would be better than the 2-2 that has the front pipe exiting right under you.
I had fun making them, and if you like fabbing stuff, I think you'll have fun doing it too. I tried to use the LSR header as a sample of what I wanted visually.
Me, I can't see spending north of $600 for a two cylinder header