You should see what happens with coated headers and turbines on turbocharged stuff.
Keeps the heat in the pipe for increased expansion which means more exhaust velocity.
Lowers lag times,spools faster etc..
Controlled mileage testing on the big semi's showed a big increase in MPG as well which is no small feat.

I think on boosted applications the number for power is 10% over uncoated with turbo.
Nothing but good things about header coatings.
Some have mentioned pipes rusting from inside out,but that is because you want a coating on the inside as well or the excess retained heat just kills the metal.
I use one product on the inside and one on the outside. The I.D. Coating is the same stuff that is on the exhaust runners in the cylinder head.

So it's pretty,gains power and lowers underhood heat.
I should just post a signup list. :)