Although it's probably nitpicking, it doesn't look very cosmetically pleasing to put the BEGIN PGP SIGNED MESSAGE at the top of an email, is that header really required to parse the message and verify the signature below it? Can most clients just verify it without including it?
You refer to the marker of a cleartext signed message. If you use cleartext signatures instead of MIME then this marker is needed for the software to find out where the signed message starts. But again, this is only needed if you use cleartext signing.
For more information see Signature Handling in Emails which describes both ways of signing in more detail. GPG Signing: Traditional vs. PGP/Mime contains useful information too including information support for the various kinds of signing in mail clients.