I don't know who Jay uses to coat his headers. I do know I very much like having my headers Jet-Hot Coated. They look much nicer with a coating and it does expell more heat out of the engine compartment. I say it's worth it just for the cosmetic atvantage.
I've had mine installed for about 3 months. They are only nickel plated. I haven't driven it much, and the nickel is already starting to discolor. So if looks are what you are asking about, then you may want to consider some jet coating. Performance-wise, there are gains to be had by keeping the exhaust temps in the pipes. IMO though, the gains are minimal compared to the extra cost.
In three years I have about 8,000 miles on my JBA shorties; the coating put on by Jay's company looks today as it did when delivered. The welded on "smog cert" emblem fell off leaving an uncoated area. They cleaned it up and welded on a new emblem. Also, not a single exhaust manifold leak.