Well here's a writeup of the parts added from October..
Just thought I'd start a thread to post up some pictures and thoughts on my new JHM Headers. Also installed were Stern Street Density Motor Mounts and a JHM oil filter relocation kit.
Product Information:
JHM Longtube Headers:
Full 321 stainless steel, hand tig welded with laser cut flanges and merge collectors. Uses an equal length designed specifically tuned for the Audi 4.2L V8. V-banded intermediate pipes that can be ordered with high flow cats. Included are new exhaust manifold gaskets and new mounting hardware.
JHM Oil Filter Relocation Kit:
Because of the less than convenient location of the stock oil filter on the C5 4.2L V8's it was necessary to relocate it. This was achieved using an oil filter relocation kit readapted to the Audi 4.2L motor. Basically there are two manifolds, each with an inlet and outlet fitting. These manifolds were connected with rubber line (later kits will utilize steel braided line), allowing the oil filter (the filter is actually a Mustang filter, $4 each instead of $16 :D) to be mounted underneath the airbox and out of the way of the headers.
(Picture will be added later)
Stern Motor Mounts:
The standard B6/B7 S4 mounts fit perfectly. Included are resistors that plug into the wiring harness to eliminate any check engine lights.
Pictures:

Stock exhaust manifolds with custom piggie pipes. The precats were removed from the stock downpipes and HFC's placed downstream. It's clear the stock exhaust manifolds were designed with space considerations at the top of the list.

Both headers pre-installation. Notice the equal length design and long primary length designed to optimize low end torque production.

Passenger side header before installation. Notice the thick laser cut flanges and focus on gentle bend radii.

Detail on the passenger side header showing the oil filter relocation manifold and the busted up stock motor mounts. The motor mounts were replaced with stern mounts. The oil filter had to be relocated in order to gain sufficient header clearance.

Driver's side header wrapped. It is only necessary to wrap the headers slightly past the inner CV joint. Also it is recommended to wrap the headers on the car, I helped install a set of S4 headers and it can be difficult to get the nuts started with the wrap already on the headers.
Thoughts:
JHM Longtube Headers:
Just picking up the headers before installation you realize they are a great piece. The installation does require a a motor drop and a bit of custom work, so keep that in consideration. We had to shave down a bit of the driver's side transmission mount (a triangular piece that bolts onto the subframe and tranny. We also had to cut one of the hard coolant lines on the passenger side of the engine and splice in a piece of rubber hose. The retail header kits will include a premodified pieces that you can bolt on and then send back your core.
As far as the benefits I'll start with the lame ones first. Slight improvement in gas mileage; I drove 1000 miles from home to Detroit to get these installed and kept note of the miles/tank on each leg of the trip and noticed maybe a 7% gain in mileage (from about 450 miles per tank to 480 miles). Another nice benefit is the drone... it's a lot less noticeable. Now obviously a V8 with no cats and a less than stock catback is going to exhibit a bit of drone, but compared to my old catless downpipe/stock exhaust manifold S4 there is a lot less drone and just a generally cleaner, deeper exhaust note. As far as the power, it's definitely there. Down low the car pulls like a beast, basically once you hit 2.5k rpm the tuned length design comes into play and all the extra low end torque just starts killing it. The acceleration at 3k rpm with headers feels like how it used to feel at 5k rpm without headers. I suspect that the tune is holding the car back at the moment, especially up top, so once I get the tune worked I'll add some more thoughts.
JHM Oil Filter Relocation Kit:
Well this was more a means to an end than anything, but still it is a well designed product. I've provided some feedback on it to JHM, so expect a slightly revised setup. Could be a nice piece for guys even without headers so you can relocate the filter to a more convenient spot. Where I have mine mounted, I can unbolt the filter side manifold and pull the whole filter out from where the headlight is (remove the headlight), and uncrack the filter with it hanging out in front of the front bumper.
I believe next oil change I'll be replacing the rubber line with braided steel line and most likely adding an in-line oil cooler.
Stern Motor Mounts:
Great product, definitely recommended. I went with the street density, which, true to the name, are definitely great for a street car. I can not notice any vibration of harshness at idle and under light cruising, only during heavy load and hard deceleration (engine braking).
Despite the almost nil vibration, they do their job dampening the motor incredibly well. Because of the manual transmission swap on my car, there used to be horrid longitudinal engine movement.. pretty much every time I shifted above 4k rpm it felt like the motor was going to come out of the radiator. This was despite the 034 transmission mounts and Apikol rear differential mount. With the mounts installed there is still a degree of driveline movement, but its significantly improved.
Future Plans..?:
In the process of dismantling and removing the motor I noticed a few areas that are a definite 'needs improvement'.
The first piece to be reworked will be the stock inlet piping from the MAF housing to the throttle body. There is a hard plastic piece that has a pretty obvious constriction in it, which just amplifies the rather small diameter in general. The plan is to replace the piping and elbows all the way from the throttle body to the MAF housing with either aluminum tube and silicone couplers, or a single 4-ply silicone inlet pipe. Hopefully this should be complete within a few weeks.
Next is reworking the current tune. As of now my car is sitting with a slightly reworked European S6 tune, which primarily was intended to provide a steady idle with the S8 cams and manual swap and to pass California emissions. The tune is not a power tune, and is definitely holding the car back up top. I'll be logging the car on WOT pulls to see if the throttle plate is closing slightly (JHM's programmer, an A6 4.2 owner himself, suspects this). Hopefully with a stronger tune the top end pull will match the low end push.
Another area that could use some work is the stock snub mount, or front motor mount. Mine was actually torn straight through, and so I just removed it. I suspect it was torn because of the design... placing the dampening material for a mount normal to the movement

. I wonder if a stiffer material could actually provide some dampening, or if it'd be necessary to redesign the brackets? I have an idea for a modified bracket that I'll sketch out soon.
After that I'll be looking for a spare motor to have the heads ported and reworked and the bottom end built. Shown below are the untouched exhaust ports of the stock head. Based on some of the results with B6 S4 headwork (JHM is in the process of getting a spare head set ported for Jay's car), there could be some 30whp locked up in headwork when coupled with S8 cams (which essentially have the same lobes as the S4 chain timing cams) and the other supporting intake and exhaust modifications (headers, S8 IM, 2.5" X-pipe exhaust, inlet piping). The built bottom end will be a little ways off, but hopefully it'll be coupled with either a 200 shot, a 2.2L twin-screw, a big centripetal blower, or two snails mounted on top of the tranny... all projects in the works on S4 4.2's.
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