This is usually caused by two things. Either you are running real lean (not enough fuel) or your timing is too late (retarded). A lean cylinder makes a lot more heat and causes the headers to heat-up beyond their normal temperatures, thus causing them to glow. Late (retarded) timing will do the same thing because the fire in the cylinder is still burning when the exhaust valve is opening and the fire goes out into the headers, causing them to glow.
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