[Kevin 1G Drummer]

I dunno what kind of exhaust pipe you're using that uses a 1/4" wall, but a little 110 mig welder should be able to get penetration into 1/4" steel, but probably not much thicker than that. And as far as cheap goes, the cheapest welder that is able to use gas I've been able to find is a little north of $500. You can get flux core only welders for a little cheaper than that, but you can't run gas through them.