Header explanation? Please

Let's talk headers. First off, whats the goal when someone thinks they want to put headers on a car? Most times i'd say they want more horse power but in some cases they're looking for milage. They all come with different diameter tube sizes. Whats the pros and cons with that. How about tube length? Should they be equal? What's ideal? I hear people talk of "Tuned" headers. Are all headers tuned? If not, what's the difference in tuned and regular. I'm asking because i dont know. Time for you gurus to chime in here and let's get this explained so a hillbilly can understand it.
Small Block