Piggy backs are a second rate tuning device that basically is wired into your ecu harness (either by splicing into your ECU harness, or with a different harness so you don't cut up the OEM ecu harness). A piggy back will alter how the car runs and drives, Air/fuel ratios, ignition timing*, vtec crossover points*, boost control* etc etc (*if applicable).
If you NEED tuning, you basically have two options that I can think of, either get a piggy back, or get a stand-alone ecu (AEM/K-pro). Stand alone systems are quite pricey though.
If you are running a stock motor, don't worry about tuning stuff. Tuning is required only when you start doing more than just bolt-ons (ie. intake/header/exhaust are bolt ons, and stuff like cams/turbo/supercharge/higher compression is considered "more"). Also, in order to tune your car yourself correctly, you also have to invest in a wideband o2 sensor & gauge to read your a/f ratios.
If I am wrong in anyway, someone please correct me. OP, I would just stick with a header if you are not planning on modding your car that much. But remember, it is your car, you do what you want with it.