Instead of bending your headers, I would suggest buying the bends. Get some 45's and 90's and cut off what you don't need. Too bad your not in the States, Stahl has a box of misbent tubing and you could probably do several headers.
http://www.stahlheaders.com/Frame%20Tubing.htmYou can also buy the merged portions too, but by using steel you could also make your own fairly easy. In this pic, you can see that they used small straight and curved sections to make the header. It'd be alot easier than trying to bend each pipe kink-free in one piece.
http://www.magnumforceracing.com/services/headers_FALCON.htmThis is the easy way as you can make the flange and tack a piece at a time on while checking for fit. If you get into a bind, you can always backtrack a section or two. You'll refine your tig experience undoubtedly. Pay attention to how you are going to weld each joint. Make a couple of test pieces so you can check the inside of the tube, you want a smooth transition. The curves will need a little persuasion where they meet the straights as the cross section of the curve isn't exactly round. Patience and fit are the keys.