F1 headers are made from Inconel which is a real bastard to work with, easy to weld a bastard to cut, and as I remember some of them are even thinner I have heard as thin as .020! and they bend them at around a 2-3 diameter bend radius. The equipment to do this is really something. The company that makes the tubing and bends actually start with flat Inconel sheet, roll it to the diameter required, TIG weld the joint and then bend it. I have worked on CNC tube benders and can tell you to be able to bent 2 inch diameter, .020 wall Inconel tubing with a 2D bend radius it takes a very good bender and some really special tooling.
When I was at Interscope we did some 321 stainless headers for our turbo V6 engines and when we ran them at Daytona we melted the collector that goes into the turbo. Allan Bricky our fabricator had worked at Electromotive on their turbo Datsun motors and suggested that the collector be made from 625 Inconel, so he fabed new collectors from this and what a pain in the ass!! But they never burned out again.
Rex