I agree that stock headers are a great design, and that it is hard to beat the development thats put into them. Thats why its so expensive for the aftermarket, they have to spend alot of time in R&D. I also agree that suspension affords more gains as well.
So what do you add after youve already done suspension. An exhaust for you, as youve stated is not worth it, in your opinion. Firstly your goals probably differ from that of someone trying to extract every once of hp and light weight. Comparied to going into a motor, the full exhaust actually is the cheapest modification, even more so than replacing your stock suspension. My suspension ran 1200.00 for front internals and 1200.00 for a rear shock and I installed it myself to save as much as possible.
The point you are either missing or ignoring is the fact that you don't just look at over all horse power thats gained. People like yourself tend to overlook things like off idle response time being much quicker, more reponsive. You also don't mention how a properly tuned exhaust and fuel system can instantly lift the front wheel at midrange, when before youd have to clutch it to get it to come up. Knocking even 10lbs off your bike isnt going to make it feel that much lighter when its stock weight is almost at 500lbs. For a bike that weights 370lbs its is an advantage accompained with the power that you gain. I worked on a Dyno for four years and thats the first thing I would tell the customer, dont look at the overall hp gained on the top. Just go ride it you'll notice alot more gain from the bottom end to above midrange. Thats the significant gain not just what the graph shows youve gained on the top. And lastly I question someone who could only manage 2hp gain with a full exhaust. The lowest number Iv ever got after countless bikes Iv installed jetkits on is 4-5hp. Again, dont look at the overall hp but how much better it runs. My 1993 CBR900RR gained 11hp with a full 2brothers exhaust. My 2006 GSXR1000 gained 9hp with a full exhaust. My current race bike Im hoping will gain a normal bump of probably 5-10hp with full exhaust, airfilter, block off plate mod, and a trip to the ega machine. To each his own, I respect your opinions.