The first upgrade we planned was to heat shield the exhaust headers. I had been warned that there was some radiation from the headers into the footwell, but was not prepared for the reality. As the headers wrap around the drivers footwell they act like the element of an oven. Quite nice at first, but after about an hour's driving your legs start to poach. Any longer than that and in our car at least you can't touch the pedals without shoes on. I once reversed up the drive in socks after a bit of a fang and very nearly crashed. Not terribly smooth when trying to impress bystanders.....!
Our solution was to ceramic coat the exhaust headers and then to individually wrap each pipe in thermal lagging. We went for a black coating, which matches the rest of our metalwork, and have had the exhaust guard painted matt black too. Overall we love the finished effect - we've nothing against exposed metal as it looks fantastic as well, but we wanted a slightly different look.
The results are positive so far - there's still some heat but nowhere near as much. We've yet to take it for a really long trip as unfortunately the car is now immobile again (more anon) but it seems to have done the trick