There are Mopar performance headers made by Mike Leach, or there are Doug Thorley headers. That's it AFAIK. There's rumors every once in awhile that such and such truck headers will work, with modification. Both of them though you're looking at some serious $. PM Nick at username Kolak, and he'll set you up with some...
Edelbrock also makes a set for the zj. The part number is 66043. They are cheaper than the thorley headers.
I know Edelbrock made a set, that's what Nash has on his 5.9, but I searched after talking to him and couldn't find a part number on their website. It seemed like after talking to him that they were dc'ed. Do they still make these?
no body makes long tube for ZJ's. There's only 2 sets of Mid-length headers still in production; Doug thorley and edelbrock. Personally i lean towards the DT's since they collect to 3", and i just picked up a set of used MLs
Doug Thorley's hands down. They are a tri-Y design, so less bends it seems. If you look at their design compared to the edelbrocks, you'll see it. Plus being that they collect to 3" is a big plus. Not exactly sure the numbers on gain, but they are probably going to be your best gain, since it replaces the crushed y-pipe and restrictive exhaust manifold. I'd say you'll see a big difference in down shifting and acceleration when you stomp it. My best guess is 10-15 hp and torque.
I would recommend the Thorleys - as Haley mentioned they are a tri-Y (3 collector) design offering a very broad powerband with excellent low end torque and high rpm power. Mike Leach actually designed them back when he worked for Thorley so they are almost identical the headers he later produced for Mopar Performance. Mike's headers are discontinued but the Thorleys live on! PM me if you'd like a set. I also have my full Kolak 3" exhaust setup as well, and of course JeepForum members get preferential pricing.