Go to a metal supply ware house and buy some tubing the same size or a tad larger than the diameter than the header tube your working with. cut the desired length of new material. then cut that in half and cover the damaged area with the 2 pieces ( you may have to hammer or mallet lightly to get it to fit tight), and weld the 2 seems together and the inside and outside edges. you should be styling after that. Use a tig welder if you can.

I like rusty crappy headers...they're cheap!

The way I patch 'em is with sheet stock, not tube....much easier to make fit a bent piece of tube.

Cut a strip about 3 inches wide by as long as you need it, then cut a bunch of little notches out of it...here's a crappy drawing..

 /\/  \/  \/  \/  \/  \/  \/\
 \/\  /\  /\  /\  /\  /\  /\/    ...kind of like a skeleton...easy to twist and wrap around bent header tubes.

You vary the angles of the V-cuts depending on the amount of bend you're patching around.  Make a template out of paper first...easier to cut and cheap if you screw up a few times.  Then starting at one ends, beat it into a halfway decent fit around the tube and tighten a hose clamp around it...then tack it, move an inch down your patch and do it again till you're done.  Doesn't take too long, and looks decent when done with a bit of grinder work on the welds. 

A 110V mig will be more than enough to do this job. 

Go to a metal supply ware house and buy some tubing the same size or a tad larger than the diameter than the header tube your working with. cut the desired length of new material. then cut that in half and cover the damaged area with the 2 pieces ( you may have to hammer or mallet lightly to get it to fit tight), and weld the 2 seems together and the inside and outside edges. you should be styling after that. Use a tig welder if you can.

i use to fab custom exhaust for a living and to cheap to buy new headers, so i must of have had two patches on each tube

you can also buy pre-bent tube sections that work well. just cut the section out that best matches the area that needs to be repaired.
http://www.jegs.com/p/Patriot-Exhaust/Patriot-Exhaust-Tubing-Mandrel-Bends/897256/10002/-1

I have a set I dont need that are not to rusty, but need a little repair around the saqme area.  They have been HotJet coated.  Bassett long with flared ends.  454 BBC.  Let me know?

Mat