Janetty Racing recently did a test of several intakes and the Hennessey didn't do very well. See this thread:
http://www.camaro5.com/forums/showthread.php?t=48202
And be sure to check out the spread sheet at the bottom of the first post.
After reading this and talking to some other folks, I got the Cold Air Inductions intake.
My understanding is that when you install LT headers it's a good idea to get a tune. My LT headers (Kooks) are going in next week and I'm getting a tune then too.
Congrats on your new Camaro and welcome to Camaro5!
Please post some pics of your car. We love to look at Camaros!