Klutch, your yoshi should be stainless, so it's not rust. It's just mud and dirt baked on. I really haven't found a good way to get that stuff off, no combination of chemicals and scrubbing has worked for me so far.
I think wire brushing it is the only thing that's going to work halfway decent. If you ride in muddy conditions it doesn't matter what kind of exhaust you have, the mud is going to bake onto the header no matter what. The sooner you clean it off the better, because as that mud goes through heat cycles it gets worse and worse to get off. So I guess maybe try cleaning the exhaust after every ride to keep it under control, that might work.
My stock one had got to the point I was almost convinced that it was powdercoated brown at one time because the stuff was that hard to get off. I ended up wire brushing the whole thing and repainting it with some high temp silver paint. It looks good and it seems like the silver paint is more resistant to the mud so far. This isn't really an option with a stainless header, or at least not a smart choice, but for you guys that still have the stock or some other steel header, this is worth a shot.