Top Gear scratch built an exhaust for my S1 starting with lengths of stainless steel like drainpipes. Took thru the rear suspension (the proper route) with flattened edges to clear the suspension arm and I had no problems at all. Was still in great condition when the car was sold nearly 10 years later.

Heard stories that their stainless welding specialist left and went to SCC - Don't know how true that is though.