I now wish I could have laid my hands on one of these prior to tackling this job. It's a handheld induction heater, designed to loosen stuck bolts. Not cheap though.
Not sure it would do much on exhaust bolts though, I had mine glowing after welding a nut to it and it still snapped off.
http://www.sykes-pickavant.com/images/product/2590_2961_x.jpg