First off there's only one header on an inline four cylinder. The cat is actually in the down pipe. The downpipe that I got from Racing Solutions has a part in it that is flexible. So as long as it has that you shouldn't have to get engine mounts for that reason. Although it wouldn't hurt to get some or a torque damper to reduce the possibility of wheel hop.
2006 Red Chevy Cobalt LT
mods: Kenwood DNX5140 Head Unit, HIDs, Halo headlights, LED taillights, Injen CAI, LSJ throttle body, 2.4L intake manifold, red interior LED's, TWM short shifter, custom fit red seat covers, red trim and door handles, SS gauge cluster, Racing Solution long tube header/downpipe, Corsa touring exhaust, lightweight crank and alternator pulleys, trifecta tune, 17" Motegi black rims