For my 4-to-1's, I started where the pipes meet and worked my way towards the tip of the headers. When you do it this way, you don't have pockets for dirt to fly into it. Once at the end of the headers, I wrapped it a bit and then finished it off with stainless zip ties. For the last pipe, I started almost where the headers meet the exhaust pipe and wrapped over the other wrap a bit. I'll snap a few photos in an hour or so.
Did you buy the spray? That's the one thing that I haven't done yet...but I plan on it. Some other guys on here didn't use the spray. But I figure wtf. It ain't going to hurt to use it but it might hurt if I don't.