Continue your research on tunes on this forum - use the search function. You can find reputable shops to bring your car to OR you will learn about remote tuning options. Either way you will need hardware and a license, and there are multiple tuning options and not all shops support everything (some shops only use specific tuning software). Again, only you can decide what you want after researching. Plenty of members have offered their opinions, data, and information on multiple threads. Everything will make more sense once you start reading about it. Most people will tell you that you will need a tune after intakes and exhaust, so you'd definitely need one after headers. Also, maybe look into getting everything you need first prior to tuning if you want to save money. Usually when you add parts that impact your Air/Fuel ratio it will require a tune.
I'm just going to reiterate to use the search function because someone is eventually going to flame you
Don't worry, this part is fun. Buying the crap and waiting for the install is hard. Once that's done, you can go back to having fun and enjoying the difference you made.