Exhaust stains can be a royal pain in the tush because of the ugly stains left by the cars emissions. They can also attack the paint all around the exhaust.
For the really bad ones I use a chrome polish, like Rolite, which comes in various strengths. A Dremel tool fitted with a cloth buffing wheel can also be a great help with the real bad ones.
Try Mothers polish or the Never Dull. You may need a metal polish with ammonia in it to break down the soot.
Anthony