Welding

Exhausts

Material

Once source mentions 14-gauge stainless steel.

Joints

Hooker Headers makes "Hooker Headers Alignment Weld Sleeves". These can be used to more easily align and butt-weld two sections of tubing (found in this Street Shopper article).

Tubing

• Global Tech Engineering sells stainless elbows at a reasonable price. (e.g. 1.5" 304 stainless 45-degree elbow, 7.5" length, $5.65)

Materials

This thread states that most exhaust headers are made of 304 stainless, but the poster suggests 304l or 321/347 instead.

More information from the same thread:

A drawback to 304 is that when welded (heat sensitized) it is 
susceptible to intergranular corrosion if exposed to road salt.
And it doesn't take much salt or very lengthy exposure to cause
a part failure.  304L seeks to minimize this effect by reducing
the amount of carbon in the alloy, with some success.  321 
doesn't have this drawback, nor do the much less expensive 
stabilized ferritic alloys such as 409 and 439.

All of these have much greater elevated-temperature strength yield
strength than do any carbon steels.