Do I need a new gasket or O2 sensor bung when I install this?

The header assembly itself is just the tubing. You'll need a quality header gasket to seal it at the engine block—don't reuse the old one. Check if your O2 sensor bungs are compatible or if you need an adapter.

Can I use this header with my current exhaust system?

This header bolts to the factory ports. How it connects to the rest of your system depends on what you have downstream—factory cat, aftermarket cat-back, or straight pipe. Test-fit before finalizing any connections.

Does this need paint or ceramic coating?

Stainless steel doesn't rust, so it doesn't require paint. You can leave it bare for a natural metallic look, or apply high-heat ceramic coating if you prefer a finished appearance. Either way, it'll hold up to engine bay heat.