There are headers for P heads in classics, but they're pricey. FPA and Doug Thorley both make a set for P heads. They're really nice headers, but you have to decide if you want to spend that much just to get a set of "ok" heads.
The other option is to cut and weld a set of tri-y's to clear. One of the guys on Mustangforums did that and it turned out ok. Not amazing, but ok.
The shorty headers that come with the heads likely won't fit your '66.