Hi Phil,thanks for the comment. The crewman was one of the first I've ever got around to doing and an area I need some more practice in!
I used some old games workshop citadel paints to do my exhaust. Any other paint brand will have the same kind of colours.
I start by painting the exhaust in Boltgun metal that has been darkened with black.

I then give it a wash with a watered down citadel black ink and before it has completely dried wipe my finger across it to raise out the metal highlights, this helps to dull the metal but leaves the metal still showing. (alternatively you can paint the exhaust in black and dry brush the metal on, it depends what kind of exhaust and how dirty I'm going to make it which method I use).

I then dry brush Citadel Dark Flesh (a good rust type colour) over the exhaust and then run my finger across it again to "blend" it in and leave some of the metal highlight without rust. If it's going to be really rusty I use a rust coloured pigment.
Then I might touch up any small bits I'm not happy with with more black ink,metal or rust colour if needed.
That's about it really, it's pretty simple but usually looks pretty good particularly on well moulded exhausts. I hope it's of some use to you.
Cheers,
Tim