Standard NA exhausts are indeed coated mild steel, not sure about yours but the one that came off my 1998 rev 5 also had a heat shroud around it and the connecting
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'U' pipe.
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The exhaust tips were the only parts that were shiny
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(polished) bare metal, as for getting the back box itself shiny, you're gonna have to think of something radical like sanding all the coating off, polishing it to a perfect finish and sealing with something like high temp clear coat
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(or fully polishing it every day
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).
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Besides that I'd recommended getting an aftermarket exhaust, plenty of topics on here regarding noise and drone levels if you're worried about that sort of thing.
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Or alternatively if you want to try something really different you could look into having it chrome plated
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(which is apparently cheaper than it used to be), that would certainly make your cars rear stand out from the crowd
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