The first thing is to locate an exhaust shop that will do the work for you. Let's say for example you have not cat. A lot of shops won't even work on it. Best thing is to check some out in another car and then when it's time, just drive over there. Be very easy on the gas and take your foot all the way off it if you see the police. If you're already on the way to get it fixed, why should they give you a fixit ticket?
I just drove it after I put my headers on. Pretty fun. Never got try it out at WOT, though. Would need earplugs. I parked at the exhaust shop, revved it up a couple times, then went inside and said "Can you come look at this, I think I have some kind of exhaust leak". Pretty funny when they looked under it.