I`m no professional welder, but:
I did it the way james said, only had minor burn thru a couple of times. put a good bead w/ good penetration on it, ground the welds a little for looks, painted the whole 31/2" exhaust system w/ high heat flat black. don`t look too bad , even if I do say so myself! did eventually wrap the whole thing since I wrapped the used headers after straightening up some beat up(flattened tubes)-sure cut down on the floor pan heat-------bob