Here is some info about various exhaust options. Not a how to, but rather a what.
Harley Exhaust Comparison - Harley Davidson Community
and here is a bunch of stats:
Comparing Exhaust Systems HP Figures - Harley Davidson Community
Now for my own "quick and dirty" on changing the exhaust.
Obviously, you have to pick a replacement that is made (contoured) for your bike (engine, year, model).
Look at the stuff you have to put back on, and hold it close to where it is gonna go to make sure it looks like it is gonna fit.
With the engine/exhaust no hotter than "nice and warm", look over the entire exhaust system to see how it is put together. Where is it secured to the bike. How many places (heads, brackets or standoffs with ring clamps). Are the pipes tied together? Does it look like you have to take off the foot peg and even the brake pedal (probably not)?
Take off any heat shield (usually large hose worm-type clamps). Unscrew them until the end is free and then when all are loose, pull the shield straight away from the pipe.
Now put some rags to catch the excess, and liberally spray the flange nuts holding the exhaust ring clamps to the heads with penetrating oil. Let it sit for about 10 min. and do it again.
While that is penetrating, loosen all the clamps you can find holding the pipes to the bike. I don't think you have them, but also loosen any torco clamps on the pipes (used with slip-ons or pipes with joints/unions).
Get as many extensions as you need to get a 1/4" drive deep socket on the flange nuts on the front pipe and take them off. I like to loosen them a little each until the flange is loose, and then just take them off.
You may be able to get the front pipe off now. If not yet, loosen the flange nuts on the rear pipe, and get that pipe out of the way. Remove the front pipe.
Using a small flat blade screw driver, remove the crush gaskets from the heads. Throw those away. Replace them with what came with the new pipes (ha!) or the new ones you bought from HD or someone else. I like the gray/silver ones that look like lead with wire mesh embedded in them. I use a popsicle stick working around in a circular pattern until the gaskets are completely seated.
Put the new pipes in place to see where they are gonna go. Figure out whether it is easier to mount the front first, or the rear first. Mount the pipes "wiggling" them as you tighten the flange nuts (alternating a turn on top and then on bottom once snug) until you can tell that the pipe is in place. Mount the other pipe.
Secure the pipes with the clamps that came with the new set (ha!) or the old ones. Secure the pipes to each other if there is a support bar for that. Put on any heat shields.
Fire up the engine and see if there are any leaks. I think those are one piece pipes for front and rear so any leaks should be at the heads. If no leaks, turn the engine off and then clean the pipes once they are cool enough to do so.
Ride over to your hang out and show off to your buds! Remember to say, "no, I did it myself".
TQ