I can't emphasize enough to use antiseize on any exhaust hardware or any stressed bolt like the head bolts. You will find that even after 5 years on the exhaust, the bolts come off like they were put on yesterday. I used it on every bolt on my formula ford, and just about every bolt on my road cars too.
I've got a exhaust manifold and down pipe on my N/A with 381K on it now, and 10 years and 100K miles later, I just took them off and it was easier than just about any other bolt on the engine. Also, remember to torque down the bolts about 10% less since the threads are lubricated. It's too cheap not to use. Also, smearing a very small amount on the entire bolt/studs used on the super hot exhaust manifold will prevent them from rusting more than just a touch.