I had both - upper headgear and lower lip bumper.
the lip-bumper was no big deal, and it actually made wearing braces easier. All it basically does is use the natural movement of your lip to, well, "bump" into your braces, nudging your teeth in the right direction.
The headgear though gets really old, really fast. no matter how much of a "fetishist" you think you are, when you actually have to sit in that thing day in and day out, it becomes a pain in the ass.