If you were to find one, it wouldn't be worth it; cost to extra H.P. gained. Just buy an after market performance cat-back system. You'll get a deeper growl and a couple more H.P. If you can't find a cat-back, just a better deeper sounding muffler.
Dang! Didn't realize this was that old... opps! Oh well... ZH is still correct!
ZombieHunter is correct. Headers for our Hyundais are expensive. Is the added gain worth the cost? debateable. Several years ago we could make upgrades like headers, exhaust, etc. and the gains were very noticeable even on a smaller engine. Now days manufacturers have tweeked every once of power out of these engine and done it very well.
Are you able to get more from one? Maybe... expensive? Yes. Worth it in the end? Again, debateable. Cat-back exhaust or high flow muffler? Small or minimum gain... but the sound! If nothing else it will sound fast! We like to sound fast!
If you are still in need of a header, Shark Racing has listings for them. Good luck!