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Burnham Mega Steam install?
Follow the recommended installation diagram from Burnham's boiler manual. The only thing I would do is go above and beyond what Burnham recommends for riser and header size. You may want to just install the largest size riser that will fit into the boiler sectional casting or at least go the next pipe size up. If Burnham recommends a 2" riser and header than increase the size to 2-1/2". This will slow the velocity of the steam coming out of the boiler and help keep the steam quality good and dry. A drop header is also better too but not absolutely necessary. A drop header will help remove any unwanted water vapor that gets carried up into the header with the steam if it gets that high.
Much of this is covered in Dan's books in great detail. The "Lost Art of Steam Heat" is a must read book for anyone who wants to know as much about their steam system as possible.
When sizing a boiler you have to match the boilers ability to produce steam to the radiations ability to condense it + about 33% for the piping as well. If you don't match the boilers EDR (Equivalent Direct Radiation) to the radiation in your house or if the contractor doesn't do this properly than you could run into major problems. Doing a heat loss calculation for a steam system won't help you size your boiler unless you plan to change all the radiation in the house to fit the homes heat loss.
As the others have said above you should insulate all your steam pipes with at least 1 fiberglass insulation and you have to make sure that you vent your main lines and any long risers as well individually if you want that steam system to be quick and efficient as possible. There is a venting capacities balancing chart you can buy from this website that will help you size the correct vents for all of your radiation and mains. Its well worth the $10 or so it costs and if Im not mistaken some or all of that money goes to charity anyway.