I had did my exhaust on my 280zx and I welded it all though not pretty as most, its welded and complete and fuctioning.
I paid 80 dollars delivered for 4 3inch mandrel bent u bends, quite long acutually and 4 dollars for one 3 inch striahgt section of pipe. That was all the pipe I needed, borrowed a freinds welder.
I had gotten my flange from James Thagard, and my cone from a company that he recommended.
Total cost to me was 20 = flange
20 = cone
80 = 4 3 inch u bends
10 = O2 bung
8 = shipping for the cone, u bends were free shipping.
total = 138.00
I made it all myself, now once I take it down again in the winter, I will use flanges at certain points to unbolt it from the car as it is a complete welded piece now.
I figure that might cost an extra 50 at tops. This is done with all mild steel though as I have no clue on how to weld stainless.
I would think though anyone with a bit of mechanical skill could easily weld theyre own system wihtout much effort given the proper tools.
It took me a day to do this and I was quite proud of the job I did, even if it isnt so pretty lol.