Only time I go to the dealer is for the free oil changes and for specialty repairs, like when I needed the computer reprogrammed for the new tire diameter when I upsized the tires on my truck. As for the exhaust, unless it's a special type of exhaust, just hit Autozone, NAPA, CAP, etc.
FYI I was quoted $302.71 to replace the U-joints on the driveshaft of my 2WD truck by the GM dealer. Autozone and 1/2 hour of my time, $25.71
Also Same dealer, quote for replacing the brake pads on the same truck with 4 wheel discs, $762.85. Autozone and 1 hour of my time, $126.93
If you can do it yourself, save the cash. If not get prices, as the local garage will probably be cheaper than a dealership any day.