Depends on what you're willing to spend versus willing to do. If I wanted to do it on the ultra cheap, I'd go to home depot and buy a roll of bubble wrap, a roll of green packaging saran wrap and a roll of clear packing tape. Bubble wrap and then saran wrap the exhaust, finishing it up with the packing tape. Then take it to your nearest Greyhound Bus Depot. Google their shipping service. They have an online shipping company that's quite a bit cheaper than UPS or FedEx because those guys really gouge you on the oversize stuff. An exhaust isn't really subject to being easily damaged so that's not a big concern. They don't much care how you package the stuff. They stick it under the bus in the cargo hold. The receiver then picks it up at his nearest Greyhound bus depot.
If money is irrelevant, then follow what Shawn says. Drop it off at UPS, pay your money and be done with it.
