Any time you free up your engine from having to work harder, you'll see gains. The easiest way to do this is to make it flow better on the intake(giving it more air/better flow) or the exhaust side(making it easier to get rid of spent exhaust). The engine has to do less work to get rid of the exhaust with better flowing headers and so the output is increased.
Honda's are different animals. Mostly bolt-ons for them are plug and play. WRX's can definately benifit from a good set of headers, but they need tuned to see the gains.
But 20 at the wheels seems retardedly high...maybe 7 to 10?
355 awhp fp green six speed wagon in Corvette Atomic Orange