95snoozer covered all of the bases. it's really not a difficult thing.
details:
1) gasket set will be for a 97-2001 ford explorer 5.0. (heads, intake, exhaust manifold) or a 94-95 mustang cobra.
2) central coast assured me that they were THE ONLY DISTRIBUTOR of the MAC 94-95 P headers. don't know if it's true, but i never found them listed in any other catalogue or website.
3) the new FMS headers that are P-specific for mustangs are for 87-93 fox bodies...the techs at ford assured me that they WOULD NOT work with my car. that said, the key difference appears to be the EGR bung.
4) my 94-95 MAC P headers cam with an EGR bung that is obviously meant for some other brand of car, maybe a daihatsu or hyundai. it's only about 3 INCHES OFF.
5) if you are wanting a cheaper (read, slower, milder, etc) setup, skip the spring upgrade and keep the lift on the cam lower. that makes the heads pretty cheap to buy used. (but not too used....don't get 100k mile P heads and expect those wimpy springs to last.)
6) ford racing plug wires are not quite 90 degrees at the plug, but they work fine.
in the end, just think of the P heads as stock irons....with different headers and gaskets.