Very true Richard. If it is a pre-03 car be sure not to get into the paintwork. Or if you have a 03 or 04 just remove the tip by unscrewing the nut that the holds the tip on and you can go nuts~!\! Have fun.
I polished mine using the "Flitz" metal polish with a Dremel-alike tool a couple of years ago. Came out with almost a "mirror" shine. Now it just requires an easy touch up periodically with the polish using a rag.