I seem to be having trouble with getting off the exhaust nuts. They are just tightened down way too much without anti-sieze. I have no air tools and a braker bar is just to damn big to fit there.

Is there anything I can do to help them give?

Assloads of penetrating oil and/or a propane torch. Be careful using too much torque though cause you'll just snap them if they're corroded.

Do you mean the bolts that connect the catback exhaust to the cats? those 4 bolts? As what was said, soak those bolts about 24 hrs with penetrating oil. And use close socket wrenches to break them loose. I think you'll need both a 13mm or 12mm. if it's still too hard, you could also slip a metal PVC pipe over the close wrench to give you more force, kinda like an improvised breaker bar.

just cut them off and get copper nuts and if you can copper boltsor steel bolts with copper washers, they don't corrode and will come off pretty easilly.

Thanks for the advice. Where can penatrating oil be bought. Auto store? or can this be bough at a general store or home improvement store?

It is the nuts at the manifold to cat.

Should I use anti-sieze next time I put them on?

Heat is your friend. I guess you don't have an oxy/acet torch, otherwise you would have already tried that, but you should be able to buy a handheld propane torch for <$20. Use the oil as well and then try lots of heat. If all else fails, take it to an exhaust spacalist and ask them to do it - it's better than trying to cut the nuts and damaging the bolt threads (assuming the bolts are welded to the other part of the exhaust - if you can buy new bolts & nuts, then just cut the whole thing off with a dremel).

The bolts on the exhaust manifolds are not welded, they are pressed in. They can be hammered out with a BFH, but you'll still need plenty of WD-40 and a propane torch.

I would not suggest WD-40 as it's a lubricant not a penetrating oil. It won't do much for corroded metal. Look for any product that states "Penetrating Oil" on the label. I use a product called PB Blaster and it does a darn good job when given time to work. You can even use Coke (no not that one..) in a pinch in place of penetrating oil. Anti-sieze should be used on new fasteners to avoid what you're going through now. We used Phillips Milk of Magnesia on the flight line (military) but I would suggest getting a proper anti-sieze as it's not expensive and a thin film goes a long way. I have had injection molds that were siezed up tight come apart after prolonged soaking in Kroil for a week so I've seen what they can do given time. The penetrant oils will work if you give them long enough to do the job, waiting is the tough part. If the fasteners don't come apart readily then you need more soaking and that's not always easy when the auto has to be driven. As stated, forcing may result in things simply breaking off. Hope this was of some help.