Would there be great horse power loss switching over to propane? Would headers and cam affect the engine in any way?

 

Not "great" -- I have heard that you'll lose about 10-15% power compared to gasoline.

On the positive side, your oil will stay much cleaner. Valve wear is less. Most engines running on propane last longer than gasoline engines. Plus propane engines run so clean they are actually legal to drive indoors (forklifts for example).