2010 V6 exhaust leak after header install?

So I just got done installing Pypes shorty headers and a Pypes true dual conversion. A BBK CAI and Stack Racing TB spacer went on too, but I don't think they're causing any problems.
When I went to start the car the first time, it idled very rough, almost like it was misfiring. It smoothed out a bit but still didn't sound quite right. Shut the car off after a few seconds, then started it again. Started up smoother that time, but there was smoke in the engine bay and the car starting idling high, got up to 2000 before I shut it off. Haven't tried again yet.
So my question is this: is this normal? Is the car just trying to adjust to the mods and will it figure itself out if I let it run for a while? I plan to check the ball joints for leaks and considered that I might have tapped and cracked a spark plug. Thoughts anyone?

they were all no tune parts. could it be anything else?

ok, I've been doing a lot of research since my original post. I'm going to check all the intake connections for a vacuum leak today as that seems most likely.
COBESGT, everything got reconnected properly and there weren't any codes thrown (that I know of. They would all trigger a CEL first right? that stayed off.). So I'm thinking that that the roughness I noticed was the blank ECU and that it just needs to relearn its fuel trim strategies for the new parts. I'll check all my connections again just to be sure though. Thanks for your input

Low86GT said:

The throttle body spacer really does nothing for you so I would remove it.

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I just knew someone was going to give me grief about the spacer. I know there's a lot of debate over rather it contributes anything to performance, but I wasn't expecting it to do much besides add a little whistle at high RPMs.
In case anyone's wondering, letting the ECU learn to trim again and retightening all the CAI joints fixed my idle problem and the car is running very well at the moment. As far as losing low end torque...roasting the tires is ten times easier than it used to be. Hoping to get a tune eventually but the performance at the moment is more than satisfactory