I am wanting to hear what others think about this? Currently, I make a mysql database connection inside of a header type file that is then included in the top of every page
If really depends on the level of activity you suspect the site will generate - if it's a high traffic web site, you'll soon run out of connections (unless you set the adjust MySQLs max connections to a stupidly high level, but that'll eventually grind the server to a halt).
I'd generally recommend that the front end of a web site should use a shared database object (singleton is your friend
), as it doesn't require a great deal of discipline to write with this is mind and you won't waste time making connections. If you require additional concurrent queries on the backend, it shouldn't be that much of a deal as this isn't likely to be a highly trafficked area.