If the CRX has the stock exhaust manifold on it, leave it. Unless you are going to take the time and trouble to design and fab up a header yourself (and if you design it to work at low RPMs!) you won't be gaining measurable MPG by changing it out. The stock manifold is a "choker" really only at high gas flow levels--high RPMs and high throttle settings.
If your thought is to save money by getting better fuel economy, an aftermarket header will probably rust out or otherwise fail before it pays for itself, even if you find one that works for better MPG.
-soD
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