I don't like header wrap either. It holds dirt/moisture and concentrates the heat in the metal. I've seen too many headers fail due to rust and heat fatigue. But, I feel your (welding noob) pain. I'm in the same boat. Kydex is a thermo-plastic that, when heated (properly), can be formed (free-hand or in a mold). It comes in various colors/patterns but the most popular is the one that mimics the look of carbon fiber. Here's a link with some general info: KYDEX.