Edit: Wow, this is longer that I thought it would be...

I recently completed the exhaust on my truck, for pictures start with this one, then go forward for about a dozen or so:
http://rides.webshots.com/photo/2994241080080251109TJKoNSI didn't want to make mine either, as I didn't figure it would be much fun.. So I called around to see who could mandrel bend 4 and 5 inch pipe, with no luck within a few hundred miles. Even the few places who could do it didn't want to fit it to the truck, they wanted a drawing only.
I really wanted stainless at least for he first 4' or so of 4 inch tube from the turbo back to the back of the cab. Then it stepped up to 5", and I would have liked to have stainless there too.
Checked on the price of stainless bends, $50-65 per bend.. ouch.
I wasn't confidant enough that I could get it done right the first time without any mistakes, at $50-65 per mistake. So I stepped back to aluminized steel at $20-25 per bend. I had already scrounged enough 5" bends that I only needed some straight pipe for that part.
Another downside to the stainless is there were only a few bend radiuses available, and no one place had a good selection or good prices, and if I wanted anything I had to order it.
The regular pipe was in stock at my favorite truck parts place in three different bend radiuses and a bunch of different bend angles.
One trip to a truck show when I had the truck on the trailer I stopped by and we picked a bushel of likely 4" bends, with he agreement that I could return or exchange any I didn't need.
When I finally got to cutting and welding it wasn't so bad, I started at the turbo and worked back one bend at a time. Taking careful measurements and trimming the legs off the bends a little at a time if needed to get it just right. Then tack it together and move on to the next.
I only needed to return one pipe and order a few more. Having the variety on hand, and the catalog of all possibilities was very helpful in determining what I needed next. For the bends I didn't have I still had something close, then looking at the available choices in the catalog with a different bend radius or angle I could pick what I needed.
It's very hard to pick the right bend radius and angle and leg lengths without having something in hand first to compare to.
I cut most of them on the un-bent (straight) portion with a portable hand held bandsaw, the ones where I had to change the angle I used a vertical band saw and a miter gauge to ensure the cuts were at the desired angle and radial to the bend. Once all tack welded and fit I butt welded all the pipe/bends together with the TIG welder.
I did use the flat stainless steel clamps that stretch and form to the joint for both the flex pipe and the muffler, these joints were slip fit. This allows for a great seal that's not impossible to disassemble later.
Also made/assembled my own hangers with stainless U-bolt clamps so the exhaust is easy to install and replace and the hangers should outlast many exhaust systems.
Looking back I should have tried to find (and pay for) the stainless bends from the start, as it wasn't that difficult to get right the first time, but it was a lot of work and I don't want to do it again...
Grigg