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Look up your vehicle's year, make, and model online or at an auto parts store to find out what systems are compatible in your vehicle. The system will contain the main exhaust pipe, catalytic converters, a muffler, and tailpipe. Choose a system that's within your budget and is made from stainless steel so it's less likely to rust or corrode after heavy use. Order the exhaust system you want so you can install it on your vehicle. Compare the layout of your old exhaust system to the new one to make sure it can fit. For example, if you have a dual-exhaust engine, then you need a system that has 2 exhaust ports. If your old exhaust system went over your rear axle, then get an exhaust system that comes in multiple pieces so you can easily install it. If you aren't able to, then you need to see a mechanic to install the system for you. Use the bolts you removed from the old exhaust system if they're still in good condition. Rub a wire brush horizontally across the threadings of each bolt to remove any rust or corrosion that's stuck on the surface. Try to get the most rust off of the threadings as possible so you can easily screw and unscrew the nuts on them. You can buy a wire cleaning brush from a hardware or automotive care store. If you can't get the rust off of the bolts, then you may need to replace them so they don't get stuck later on. Anti-seize fluid helps prevent bolts from locking in place so they're easier to remove when you need to make repairs or buy replacements. Put the anti-seize fluid on your finger and rub it around the threadings of the bolt. Make sure that each bolt has an even coat of the fluid so it doesn't get stuck later on. You can buy anti-seize fluid from an auto care or hardware store. You can also apply the anti-seize fluid on the threadings for the oxygen sensors, but don't let the fluid touch the interior metal sensors, or else they won't work properly. Ask a helper to guide the exhaust system underneath your vehicle without it touching the ground so it doesn't get scratched. Place the front end of the exhaust pipe on top of the jack's arm and carefully raise it up so it doesn't fall. Keep lifting the exhaust system until the end of the pipe lines up with the port on the downpipe, which comes down from the engine and connects to the entire system. You don't need to use a jack, but the exhaust system may be too heavy to support and secure on your own.
Get a new exhaust system that matches the make and model of your vehicle. Clean the rust off of the bolt threads with a wire cleaning brush. Apply anti-seize fluid on all of the bolt threadings. Lift the new exhaust system into place using your jack.