Yes, there are definitely less expensive ways to go faster, but I got interested in naturally aspirated multivalve engines when I was stationed in Germany. I had wanted to get a BDA or BDG engine, but believe it or not, this Cosworth YB was way cheaper.
Cosworth sold this kit complete from carbs to dry sump pan for about $7500. Then I added a Bosch centrifugal advance distributor (the stock one was electronic/no advance built in) and a Tilton flywheel for another few hundred. The Webers were 50 DCO SPs, which were way too large for the street, so I traded them even for some 45 DCOEs, which will be more drivable.
All told, the engine wasn't that terribly expensive, but you can turbocharge a 2.3 for half the price and be faster I admit.
I had to move the master cylinder(s) inside the firewall so the carbs would have room, and I did lots of other little things to accomodate this engine. You're right, exhaust headers aren't made for this engine in this chassis, but I'm going to gamble on a set for a European MK1/2 Escort with this engine transplanted, providing I am encouraged by the measurements I get when the engine is in. If not, I'll be having them custom made. That should be my last hurdle.
Thanks for the interest. It's been a long haul, with plenty of interruptions (kids in college, etc) over the years. Now it's my turn.