Build is looking good. What diameter/thickness tubing did you use for your header pipes? I'm probably going to be making my own as well and I'm wondering if I should buy pre-bent U sections and then do a bazillion cuts and welds to get the shape I want, or try to bend it.
As far as a collector goes, what I've seen done which seems to work rather well is to either take three short lengths of your primaries and cut them at a steep angle (say 30 degrees from axial), flatten out the short end slightly, and weld them together. Another method I've seen is to make a sheet metal cone first with the larger circumference matching the circumference of the exposed parts of your primaries and put three "dents" into it with a flat chisel where the primaries meet. Before putting it on the inside edges of the primaries are crimped together into a corner and welded together. All in all, it's probably easiest to buy a pre-made collector.
Btw, if I had CNC mills and such I would probably have a lot nicer looking "over engineered" parts too.
Must be fun playing with those. Have you had a chance to try out your plasma cutter yet? I've been looking at that exact model on ebay for a long time now...