SilverSurfer, here is an image that might help with some of the names that I used in my original post.
Note that this is a "one piece" pipe. In a one piece pipe, the header and pipe are connected using springs. There is a rubber or silicone gasket placed between the pipe and header to protect against vibrations and to give a good seal. This area is pictured within the
RED box. Some stock pipes are not of the "one piece" construction and replace the area within the
RED with a bit of tubing. This tubing is referred to as an
exhaust coupler.
The Exhaust Deflector is the purple addition to the stinger of the pipe. This is also rubber or silicone. The change to the pipe characteristics with respect to the engine performance are minimal depending on the pipe. The information mikeburgin listed in his first post in this thread is valid as a general rule, but the stinger and header issues he mentioned do not typically come into play until you are making dramatic changes and dealing with much larger engines where the length of the stinger actually restricts air flow greatly and impacts the back flow of the exhaust into the engine.
I have been using exhaust deflectors on my engines (ranging in size from the stock TRX Pro .15 on a T-Maxx to the RB engines in the .21 class that I use on my buggies). They have reduced the noise signature of the engines and kept most of the oily residue in the exhaust away from my rides.
The noise level that your engine produces is either native to the engine and pipe combo in question or caused by something in the exhaust system being out of whack. If your exhaust is not of the one piece construction illustrated above, check to make certain the coupler defined above is securely fastened to both the pipe and the header. If that is fine, then check to make certain you have a good seal between header and engine. There should be a rubber/silicone gasket in place for most rear exhaust engines and a paper or cardboard gasket on most side exhaust engines. If the header is loosely connected to the engine, the exhaust will push the header away from the engine and you will get a much louder engine...you should also see some performance issues of the negative variety.
Hopefully this long post helps clear some things up for you.
As for the stinger melting the body...that is all dependent on how long you run a really hot engine with the body on. Yes, it can melt the lexan...but that is if you leave the lexan body on for multiple runs on a really hot engine without cool down periods. I have never run a body on any of my buggies and have not had this problem...but on my MTs I always had some kind of melting damage to the body around the cooling head of the engine and the stinger of the pipe. Of course that damage was considerably less than the damage from my multiple crash landings.
-SkyMaxx