I've got a local shop that does mine. Their process goes like this. First, the headers are sandblasted, then they are sprayed with the ceramic powder from a powder coating gun. Then they are baked to adhere the powder coating onto the headers, and finally the headers are tumbled in a huge tumbler to shine them up.
No way I would try to duplicate that process at home. Check for a local coatings shop to get them done. I've also sent them to Jet-Hot with good results, although shipping gets kind of expensive.