personally i would install the heads first, you dont have to do the heads before the exhasut but i would do them first, assuming i would only do one at a time. just go with the normal PI heads either used or new from any 99+GT. they are all teh same across the board so there no difference if you get heads off a lightning, econoline, f150, or 01+ crown vic/panther applications. i would say that a competent shop should take no more than 3 days given that nothing goes wrong and they have all necessary hardware, that is assuming that you do a dyno tune after installing the heads. if you save the money and get a set of used heads you could consider having them ported and polished, that will give you some better gains over using stock PI heads. there arent any aftermarket heads out on the market today. all the ones you would buy from SHM, VT, Livernois, and others, im sorry for forgetting your names, are ported and polished stock heads. also, when you do the heads, it would be a good time to get a set of cams. everything will be apart and it would just be one extra step to the instillation instead of starting a different job later down the line.