From the air intake to the throttle body, and from the block to the tailpipe. Air box, filter, ram air, "cold air" systems, headers, catalytic converters, y-pipe, muffler, oxygen sensors, and tailpipe.
Engine and transmission. Please post exhaust, forced induction, and fuel economy discussions in their individual subforums. Transfer case discussions go in the appropriate subforum under Suspension/Axle/Brakes.