Headers are available for the 4.0L OHV V6, though these days it's just a few brands, Pacesetter, Hedman, and JBA to name a few. The Pacesetter and Hedman are mild steel, the JBA is available in stainless steel.
The thing about headers for this particular motor is they are just about pointless without other mods. You gain little to no horsepower or torque for the hundreds of dollars headers cost. To get any worthwhile gains, you would need to spend additional hundreds on aftermarket engine heads, and pay to have those heads ported, polished, and preferably given good valves, all to allow more airflow, as the stock heads are rather restrictive.
The 4.0L OHC V6 is not a high-performance motor, nor is it designed for high-RPM use. It makes great torque from 2000-3000 RPM, well within the ability of the stock exhaust to evacuate the spent gases. Adding additional ability, at least with headers, doesn't really do anything until you get into higher RPM and more airflow volume. You can actually get a negative effect, with a reduction in low-end torque, by running headers and setting up the motor for high-RPM use, when it's just a daily driver you use for getting around town, or a trail rig where you really want low-end grunt.
If you have an exhaust leak around the stock manifolds, your best bet might be to just pull them (be prepared to bust the stock bolts and buy a complete set of new ones) and use exhaust manifold gaskets. The motors came stock without gaskets, and while this can work fine as long as they're never touched and the engine never overheats, all it takes is a slight overheating for the manifolds to warp just a tiny tiny bit and leak.
You might also check the flange at the manifold to Y-pipe, that's a common leak point as well, removing the Y-pipe, cleaning everything up, and using new bolts on the connections can help make a stronger seal.
If the exhaust leak is farther down the line and you're interested in an exhaust sytem, I'd suggest the cat-back system from Dynomax. Flowmaster makes one as well. This will give you the most bang for the buck as the stock mufflers and stock replacements can be rather restrictive, and a better flowing aftermarket replacement can make a difference you'll feel and notice.