Yeah, that's what I did. I built stainless rad pipes, turbo outlet and IC pipes for the Evo. Also a catback exhaust for the GTI. A modded several things like extending the test pips for the Evo to fit the JDM exhaust that didn't properly exit the US bumper.
I'm an artist by trade, so I really enjoyed that part of TIG. I've never really liked mig as it's much harder to be clean with it, even with argon. I've never done stick welding.