You don't have to use types, but if you do then the type system guarantees your checks are exhaustive, which is more effective than manually checking you've covered all the paths.

I really like the spray way. You can add a custom/nonstandard header by using RawHeader(key, value), but most of the time you use e.g. Headers.ContentType(MediaTypes.`application/json`), and it just completely eliminates a class of trivial but annoying bugs.