Yo. I haven't really seen many issues with any 05 Rs. The early ones had noisy brakes, and other little issues, but nothing really major went wrong with them. Good cars, I say. The only thing to check would be the angle gear, I have heard about, but only seen one in person, where the splines between the angle gear and trans got chewed up, and therefore made it FWD only. Had to replace angle gear AND transmission, so it's not cheap. But not a really common thing. Enjoy the car!
And yes, I am using a proturbo header. I have stock studs at the cylinder head. Got some ARP ones to put in when I get my new cylinder head, but same size as stock. Haven't had any issues whatsoever.