Yep stuck calipers. the burning smell is the pads in constant contact, heating up everything including the rims. The shaking is definitely warped rotors as a result of the above.
I bought the Magnaflow headers for my 2003 v8 (49339 & 49340) and I thought the quality was excellent. Much thicker tubing than stock and no worry of it cracking like the OEM one. It's still expensive mostly due to the CAT being attached to it, and if you go to a shop to do the repair I think...
A couple quick items likely already listed in the links from above:
1) Check the rear lift gate window frame for rust around and behind the rubber that surrounds the window.
2) listen for the "clunk" with the AC on as it's more pronounced. It seems to happen mostly when coming to, or starting...
