There are some polishes that will get rid of the colors, like Blue Away and another that is mentioned in this forum that I can't recall the name of, but is apparently better then the Blue Away. However, either of them requires a bit of elbow grease and the color is going to come back, so it's an ongoing ritual.
My personal feeling is that it ain't worth the effort!
You could paint the exhaust with hi-temp black paint which really looks pretty good, but I suspect touchups would be required
Then there's black exhaust tape that you wrap around the pipe. I've seen it done, but can't offer anything about the life or long term look of the stuff.
Bare