I'd just weld it to be honest. My headers came with an extra flange, since you have to hack off the existing stock downpipe and then weld a flange back on. Only downside to having it welded on without the flange is if you ever tried to remove the engine, you'd have to cut the exhaust off.
I say that since even if you get a flange, when you go to bolt it up some headers sit wonky and don't always mate correctly and can cause exhaust leaks.