I know you said the fuel pump is working but check all the fuses and the fuel pump relay, anyway. Those are the most common issues. Make sure nothing got accidentally unplugged on the engine harness, too.
Try plugging in the o2 sensor and just let it hang. The computer may not turn on the injectors if it doesn't see the sensor.
To verify it's a fuel issue, dump some gas down the throttle body and see if it starts. If it does, then disconnect the fuel line at the TB and see if it spews fuel when you turn the key on. If you're not getting any flow, then it could be a bad pump, clogged filter or no signal from the computer.
Did they do any electrical welding (MIG, Arc, TIG) on the new exhaust? If they did, did they disconnect the battery and/or the computer? If not, that could have fried something.