The best thing to clean chrome is regular chrome polish and "00" steele wool. The double 0 will not sctatch the chrome but it will remove everything including surface rust and some bluing. Never use car wax on exhaust. Eventually it will turn yellow. Chrome polish will keep it looking great if you don't let it get too bad before polishing. Keep it clean or you'll be buying new replacements!
You can also try an all in one product called "Nevr-Dull" from Eagle One. It's a wadding polish that comes soaked in petroleum distillates. Does a great job cleaning and polishing chrome & metals without scratching. I picked it up at my local auto supply store.