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

'U' pipe.

The exhaust tips were the only parts that were shiny

(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

(or fully polishing it every day

).

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.

Or alternatively if you want to try something really different you could look into having it chrome plated

(which is apparently cheaper than it used to be), that would certainly make your cars rear stand out from the crowd
