Hold out for someone local, by the time you figure out a way to ship the entire exhaust intact, and the buyer pays 2x as much as it costs to buy the exhaust, it isn't worth it.
Ford can ship these in 1 piece b/c they have a large item account with UPS. I don't think they will let An individual ship an item that large.
Truck Freight is an option, but hold on tight for the price. When I checked it was in the neighborhood of $200-250.