I had a Thorley header and 261 cam w/stock head on a 22RE. It gave it a little more grunt for sure, but I'm skeptical of the 10-15hp claims. LCE says the same thing about their "cold air" intakes, and that's definitely horsepucky.
The LCE header is a 4in1 where the Thorley is a tri-Y and there's supposed to be a difference between the power they generate, the tri-Y is supposed to have more low end. If I were going to mess with building up a 22R/22RE again I'd skip the LCE stuff and run a street RV head from engnbldr with a decent cam, Thorley header, and Supra AFM to a ported throttle body. I think you could run all of that for the same price as the LCE head and header, and get more bang for your buck. The header is super easy to bolt on, swapping out a 22R head is pretty simple too if you have the FSM and a digital camera.
But at the end of the day it's still gonna be a 22R. My advice would be to leave it stock and love it for what it is, or start thinking engine swap. If it isn't enough for you now, you could throw $5000 at it and it still won't be enough.