Yes, I would definitely recommend taking it out with the headers attached. It will make your life much easier. Suggestions on taking it out? Hmm... find someone dumb enough to do it for next to nothing and save yourself the effort. In all seriousness, just take your time and label things as you go.
Dropping the Kmember out is definately the fastest way to get the motor out, just remember to plumb the thing when you put it back it. Some people will scribe the possition of the K onto the chassis before they unbolt anything in an attempt to be able to have it go back in the same spot later. I would still check it to make sure it was plumb after.
If I have to do it again I will be dropping the entire K member assembly.
We put in my new PI engine, SLP longtubes, ANNNND 4r70w from the top....
WOW. She was tight. Once inside, she fit like a glove and those headers fit amazingly well. They are tight on the trans and Im sure the passenger side will have to be loosened some to pull the transmission seperately.
Back to the subject, yes you can and do it with headers.