If you headspace with a fired case that was properly full length sized with your dies then your headspace will be better. Why, well the brass will fit perfectly in your rifle. You will note that if you properly full length size a case, fired from this rifle, it will chamber with no resistance at all and in fact may have a few thou headspace. That's normal but when you reinstall the barrel, why not tighten it up. Another note, when you tighten the nut, headspace will increase by about .002" because the threads are being jammed together.
Feeding reliability increases with headspace, to a degree. If you want your rig to work in mud, you may not want it tight.
The only problem I have when swapping barrels is the method I use. When taking a barrel off, I use an action wrench and the barrel nut wrench, no problem. When I install a barrel, it wants to turn with the nut. I'm going to start using a barrel vise when installing from now on, so the barrel doesn't turn. A thin pencil mark seems to work to help note if the barrel moved, that way you can redo it without having to use the gauge since you know its off spec. If you think of the barrel marked off in degree, 1 hour [or 5 degrees, or 1/12 a turn] is 4 thou movement for a Savage, or too much.
Over at the savageshooters forum, those with both the wheeler barrel nut wrench and the SSS wrench say the latter is much better. I bought the SSS. You really should buy a recoil lug too, the factory one is stamped and not true. If you haven't checked out that site, you should.
Cheers