I bought the standard exhaust for the Cozy.

Here are tips for the flanges (I use the ones made by SDS), studs and nuts.

“While conducting GA and Experimental airplane inspections, I have found many exhaust leak(s) at the interface of the cylinder flange and exhaust stack. Here's some bullet points for your consideration:
1. Ensure the nut that you choose has a High temperature lock device. The Continental part number is a plated-high temp all metal stop nut. I've seen corrosion issues with this particular application and this is not my first choice.
2. Find a system that is corrosion resistant. G#^*'s aero used to send back OH'd cylinders with CAD steel stop nuts and CAD plated washers. In a very short period of time, these would corrode away and allow the stack to loosen and the gasket to be breached by hot jets of exhaust.
3. If a washer is needed, use a stainless or corrosion resistant option.
4. Ensure your studs have a proper interface with the cylinder. If a stud comes out with the nut corroded onto it; Don't be tempted to simply
screw it back in. Replace the stud and ensure you have proper rotational resistance during the process. Oversized studs are available and there's an ID marking on the end of the stud alerting the Mechanic of the existing stud size/oversize.
5. I favor the large profile Continental brass exhaust nuts - like the ones you find at Spruce. The lock is a "stake" or slightly out-of-round scenario. These nuts work very well and are corrosion resistant. Also, they tolerate re-torquing. However, they are NOT reusable. Once they're removed, the threads will be severely compromised.
6. I recommend spending a few extra bucks and getting the No - Blow gaskets. They will last the life of your engine and can even be reused on your next engine.
7. Lastly, address any erosion issues in aluminum flange of the cylinder before assembling your exhaust stack. If it's a used engine, there's a good chance you will find erosion from a previous exhaust leak.
Dave Ronneberg (Berkut designer) prefers - using Stainless 12 sided nuts which are lower profile and easier to put a socket to and seem to resist backing off. No more corrosion that so many exhaust nuts exhibit – sometimes locking onto the stud which results in the stud coming out of the head. He agrees on the blo-proof gaskets being the best – many home-built Lycoming pipes start their "turns" close to the head, restricting space for tools.