The Night Before
After you park the car, let the exhaust system completely cool off to the point where you can comfortable touch it with your hand. Afterwards, spray the nuts-n-bolts with penetrating oil to allow soaking overnight. Tomorrow morning, they should come off without you busting any knuckles.
Why is it important to not spray penetrating oil while the exhaust is still hot? The heat will vaporize much of the oil, leaving very little to penetrate and soak the threads.