There is a place called Buds in Denver that is supposed to be pretty good. If you really want to spend the money there is a place called Saridea that does AMAZING work. Not just exhaust, but headers, cages, CF stuff, etc. I've asked, the cheapest pipe the use for exhaust is a fairly expensive SS. Nice, but $$$. They could also do work with more exotic metals, like Ti if you wanted a nice custom light exhaust for the M5.
I was always trying to find a project for the SVT that Saridea could do (they looked at CF mirko, harness bar, etc.) but I never had the money to fully pursue. They are probably the best in Colorado for custom stuff like that.