When we built up our budget motor, we elected to go with GT40p heads because they're easily obtainable for not much money.  The issue to remember is that factory exhaust manifolds won't fit.  Well, that's maybe an overstatement.  They'll fit, but you'll have to pull the headers every time you change the spark plugs.

The headers that Ford Racing Parts is putting out now has a really nice tight design though, that fits the GT40p heads beautifully, and are coated.  Fit and worked like a charm!