If you have stock cast iron exhaust manifolds, you really don't need a gasket. If the car has headers, well, that can be more of a problem. Even on my cars with headers I don't bother using the gaskets. First I make sure that the header flange is absolutely straight and flat. File/grind as necessary. Then I apply a thin smear of high temperature silicone sealant, bolt the header up, and then let it cure for a day before starting engine. I rarely have any leakage at all, and any leaks will be minimal, and definately smaller than constantly blowing header gaskets.
Oops, the above is for the head/manifold gasket
If you are talking the donut gasket at the end of the cast iron exhaust manifold where the exhaust pipe hooks on, those rarely go bad. I only replace them when I replace the complete exhaust.