yes, as long as you are pulling the exhaust, you might as well do this before adjusting the valves. the late model exhaust really gets in the way, and makes an otherwise simple procedure a bit of a pain. you can work around it, but as long as you're at it....
just pulling the HE's and not the stubs may be sufficient for what you're doing, i don't know. that part is easy. getting the stubs off is a ROYAL PITA. use lots of wd-40 and muscle. i was doing pull-ups on mine well before they even began to budge. putting them back can be just as hard. be sure to replace the exhaust gaskets and hardware while you're down there. try not to strip your exhaust studs, but don't worry much if you do, it's a straightfoward repair.
HAVE FUN!
ps keep asking questions -- it works for me!