This really depends on the grade of stainless.
If it's in the 300 series it's an austinitic stainless. May as well just paint it, powdercoat it, or have it teflon coated.
If it's in the 400 series, it's martensitic, (or at least, can become so) and can be blued, but it requires a lot of work and a lot of patience.
Hot water blueing and slow rust methods both can be used to blue 400 series stainless, but these methods require an inordinate amount of patience. The slow rust method will take a month at the least. It'd be rediculously beautiful and almost as corrosion resistant as a 300 series, but that's an awful freaking lot of work!
If it's one of the more exotic stainlesses, like a precipitation hardening (labeled something like 17-4 PH) steel, then forget about it, and have it coated like a 316
High temp stovepipe paint would work well and could withstand the exhaust temperatures.