Ok, here's the rundown. The headers came from L&L (a first rate company that understands quality) and everything else came from JC Whitney. I'm not for sure on this but I'm fairly certain that the headers L&L sells are Doug Thorleys (but I seem to remember he sold his company & they jacked his name so when he went back to it and started selling headers again he couldn't use his name so now he sells his stuff as just "Doug's" ). Now before anyone goes rolling their eyes over JC Whitney I have to say that a 2.5" stainless exhaust pipe is a 2.5" stainless exhaust pipe regardless of who you're getting it from. I'll grant that a lot of what they peddle should be coming out of gumball machines at Wal-Mart but hidden in all the rubbish are some good quality parts that they sell pretty cheap. I ordered a pair of 3ft 2.25" stainless straightpipes, two 90* elbows, a pair of stainless trubo mufflers and stainless exhaust clamps & hangers. I also ran the same setup on a another Bronco but just used regular ole' carbon steel (same stainless headers though) and a set of Cherrybombs. My F350 was the same deal (carbon steel & glasspacks) but I needed a pair of 6ft straightpipes and switched out the Cherrybombs for turbo's a few months after installing it. The headers pretty much have to come from someone who makes & sells headers but you should be able to find everything else locally if you call around. Any muffler shop can sell you the straights & elbows and with a few phone calls you should be able to find someone who works with stainless and will sell you what you need.
I'm now sure where you live but if you're up in the rustbelt then I would absolutely invest in the stainless. You'll be able to put it one once & forget about it. A carbon steel system will still rust out on you eventually but it should last longer than your average exhaust system because the headers and the fact that it's a short system with no real bends in it will keep it pretty dry (that's why "Y" pipes don't usually rot out, the heat from the engine evaporates any moisture in there) If you don't run cats there will be even less moisture in the system but either way the salt will eventually get the better of it and you'll have to replace it.
If you DO run cats then I'd put the **** for the O2 sensor in the collector and attach the cats to the collectors & run the rest of it back from there. Alternately you could also just clamp the cat to the upstream side of the muffler and do it that way. There aren't many specific rules that I'm aware of, you should try to have the cats up close to the engine because they need to reach a certain temp to work correctly so you don't want them too far back but with a system like this you should be ok with just about any placement between the collector & the muffler since the muffler is going to be so much closer to the engine than if you were running a stock setup. A lot of the cats I've seen have stainless shells *anyways* so you're in good shape there.
If you run standard headers you're going to be looking at a fair ammount of custom bending to get you where you want to be, not sure if that was the plan or the budget you had in mind but once you tuck the exhaust on the inside of the frame you start running out of space real quick. If you're looking to run it outside the frame make sure that whatever headers you look at are "Fenderwell exit" otherwise you'll get the inside the frame variety. I went with the fenderwell exit headers for two reasons, 1) it let me build & install the entire system myself without having to pay for someone to bend it the way I wanted and for them pay them to install it and 2) by moving the exhaust outside of the frame it really opened up a LOT of space. You don't realize just how often the exhaust gets in your way until it's gone. It was so much more convenient to not have to work around it.
The headers came from L&L products in beautiful sunny Texas, here's their link:
http://www.landlproducts.com/
Here's JC Whitney:
http://www.jcwhitney.com/autoparts/Product...0012767/c-10614