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There's a place on Broadway and Quincy, the machine shop I use reccomends them and everyone I talk with seems to like them, I'll get the number and post it later.
That one may be AA Performance Muffler (303-806-8634) at 3898 S. Broadway. Scott over there is a good guy and will plumb just about anything you want, reasonably priced too. I got my 3" catback system for my "other" truck there...
The Exhaust Pros that was mentioned at 115th and Huron is the one thats done a lot of work to my truck, they are pretty good no complaints, there prices aren't usually as good for "custom" stuff rather then what they stock (like, they dont stock flowmasters for example). Not bad though
There used to be a good shop in Granby, but I think he went into modifying heavy equipment or something. But seriously, if your still shopping around, Mountain Muffler in Golden does all my exaust work, and his prices are pretty low. He can also get a lot of other stuff like radiators and brake rotors too.