I'm afraid Mr Philbey is right, and the exhausts are a particularly crap stainless really. I think you would have a lot more trouble cutting & shaping 2mm stainless, plus welding two different thicknesses, so it would be easier all round to get half a sheet of 20guage mild.
Still, it would be interesting for the rest of us to find out what problems stainless does bring... give it go Sam!
:D