I've never had an exhaust pipe come apart where I butt welded two sections together, although it can get kinda tedious. I use the finest of metal coat hangers as welding rod.

Harbor freright sells a cheap expander tool, and it is cheap in every sense of the word A good prelubing of the tool will usualy keep it goin for at least one system, and subsequent replacements are free. I have noticed that the cheap expanders work best on the cheap thin guage pipe sections they sell at Kragen.

I think my curent favorite exhaust tool is the Sawzall. It works equaly well on pipes, hangars, and clamps, leavs a nice end where you cut, and I have a cordless one to take into the salvage yard. The Milwaukee 'torch' blade works realy well, and lasts forever if you water it as you cut.