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Like tvoght I use the teflon film for gaskets. .020 for head gaskets and .010 for all other gaskets.As Brian said you don't need exhaust gaskets. I don't use them.
Mosey--You don't REALLY need exhaust gaskets. The engine will run fine without them. However--Do you have room either on the manifold side or the cylinder side to machine a small round pocket around the exhaust passage and use a viton o-ring. they are very inexpensive and will take the exhaust temperature with no trouble. The pocket should be about .015" shallower than the cross sectional thickness of the o-ring to put a bit of squeeze on it when the bolts are tightened down.---Brian