If you have access to a welder, then welding on your own exhaust systems can save you a lot of money in the long run. Although in general auto exhaust pipe welding is no different from any other kind of welding, there are a few tricks that can make the job go much easier and safer.
How you cut the tubing is important. If you cut it with an angle grinder or other small device, the ends of the tubing may not be even and flush, causing them to mate up poorly. One of the things you really want to aim for when welding exhaust is to fit each part together well, with as little gap as possible. As the old saying goes, "Measure twice, cut once." Use a chop saw or reciprocating saw to slice and shape the exhaust parts.
Isolate the Tubing
Weld the exhaust far away from the vehicle if possible. While you can weld exhaust tubing under the car or truck, the fuels and oils present can make this job dangerous, especially near the tank. It is much safer to weld the parts together outside the vehicle, and fit them under the vehicle afterward using clamps. Sometimes it is unavoidable, though, so keep a bucket of wet rags and a fire extinguisher rated for chemical fires handy.
Weld the tubing in sections. In other words, don't simply do a complete 100 percent weld around the exhaust. Welding creates extreme heat, and heat warps steel. So it is a better idea to spot-weld the tubing in several places around the circumference before placing the total weld. This avoids warping the metal or creating gaps that are hard to fill. To spot-weld, weld in small sections, holding for two to three seconds before breaking the arc. Then move on an inch or two, and do it again.
Use Stainless Rod or Wire
Use stainless rod or wire, depending on your application. Stainless steel pipes would weld fine if you used regular steel rod or wire, but be aware that the welds would rust very quickly. So if you have access to stainless steel filler, it is highly recommended. If you are using a MIG machine, you must weld with protective gas when welding with stainless wire, as no flux-cored stainless exists.