Hi guy I was on ebay recently looking for a header and noticed that some of them have a hole in one of the top pipes, is this hole for a sensor ?. some of the headers up for auction seem not to have any. thanks for the help

 

Some headers have a hole near the end where they bolt to the cat. This is an O2 bung. Its where the oxygen sensor screws in to the header. Not every header has this bung. Some are in the cat instead and others have both. Depends if your year (OBD) Posting your set up would help others to decide exactly what you need.