HPC has held up the best for me and still look like new after 5-6 years. High quality, shiny, soft(not hard and brittle), will not flake or chip off(because of being soft), and resists scratches very well. Totally satisfied and will use them again. Jet Hot dulled right away at the first bend from the exh ports and didn't seem nearly as rugged and nice looking as the HPC coating does. That's my experience and suggestion on the subject.
For guys like us who have either fabricated our own headers or paid someone else to do it for us, the $300 (give or take) to have headers coated is very cheap insurance. I regret not coating mine, especially after nearly 2 weeks solid working on the headers, but if I keep the Maverick front end, I'll have mine done this winter while I'm freshening up the motor. I dont want to ever go through that aggravation of building my own headers again!