Mhankskii, you know you've got to take manufacturer's claims with a grain of salt. Well, maybe with a lot of salt. But, you could get some gain from the shorty headers. I had FRPP shorty headers on my '96, but I can't say they did much by themselves. When they were combined with a Bassani X-pipe (with Cats) and an FRPP cat-back exhaust, the whole system did some good.
These new Mustangs have a pretty good exhaust system right from the factory. The stock headers may not look like much, but they flow pretty well.
I would say that you might want to invest your money elsewhere. Underdrive pulleys will get you maybe 5-8 HP and cost about half of what the headers are going for. But, that's just my opinion.