Probably the best (but not the cheapest or easiest) way to keep header heat out of the engine compartment is to have the headers ceramic coated. I know JetHot coats the inside and outside of the tubes, so you get a double wall of insulation.
Alternatively, you could use asbestos header wrap tape to insulate the headers and keep the heat out of the engine compartment, but I wouldn't recommend it. Several people have told me of their header wrap experiences that ended badly. Basically, the pipes get eaten from the inside out since the heat can get into the pipe but can't escape to the outside, which drives up the temperature of the pipe wall. Ceramic coating prevents this by having an insulating layer on the inside of the pipe.
Of course, either method requires pulling the headers off your bike, which would make it a winter project for me.