I also like using the copper nuts on exhaust, the ones that self-lock
and have a 12mm head instead of 13mm.  While they cost $0.50 to $1.00
each (depending where you buy them) they save you a lot of
aggravation.

The extra 1 mm makes a huge difference accessing the nuts with your
wrench in the tight confounds of the exhaust system.

http://www2.cip1.com/SearchResults.asp?Search=175129650&Search1=Search
http://gowesty.com/ec_view_details.php?id=3882&search_phrase=exhaust%20nuts&start=

>Copper for sure.  Pretty sure this was discussed in the last three months
>and sources/links provided.