A vehicle's exhaust system is generally overlooked by the common car buyer as just a pipe that comes out the back of one's vehicle. That is true (for most vehicles) but very, very vague and gives the exhaust system a reputation of being somewhat useless.
You see, the primary purpose of the exhaust system is to carry away the engine's exhaust so it does not cause the engine to misfire for lack of air and to keep harmful gases away from human occupants that are susceptible pass out from their chemical composition.
You can purchase car exhaust parts online also.
In most vehicles, an exhaust manifold collects the fumes and allows them to flow through metal tubing to the end of the vehicle.
However, this method of removing the exhaust is very inefficient as an engine's cylinders fire at different times which causes there to be an uneven flow in the exhaust system which can severely reduce a car's true performance capabilities.
A good solution to this problem (assuming you're concerned about maximum performance and efficiency in your vehicle) is using headers. Headers are another type of exhaust manifold, but instead of being cheap and easy to make, they are quite larger, more expensive, and different for each vehicle.
The purpose of the header is to direct the exhaust away from the engine evenly as each header pipe is the same length and general shape as all the others. This allows the exhaust to flow quickly out the pipe and not back to the engine. After-market accessory companies make headers that are specially built for specific types of vehicles to increase power considerably while giving the exhaust an audibly pleasing noise.