Copper tubing pipes have been done before. They usually lead to a REALLY short engine life, since they lack the proper reversion chamber (that big fat part near the end of the exhaust). Without that chamber, the exhaust won't reverberate, and the engine won't be able to scavenge properly. This is why they're called "tuned" pipes, since they "tune" the timing of the reversion pulse, shoving the fuel charge back into the cylinder.
(Reversion is another way of saying confined echo, by the way. Think of it as the sound wave of the combustion hitting the end of the pipe and bouncing back to the engine.)
A proper pipe shape is much more important than attempting to save money with copper tubing. Do your engine a huge favor, and stick to a tuned pipe; it'll thank you for it.