If you are looking at a new downpipe, catalytic converter and muffler, provided that the bolts aren't rusty at the downpipe or at the catalytic converter, it isn't that bad of a job. Simply turning some bolts. But if you've got some bad rust, you're gonna have to deal with the rusty bolts which is never really fun.
A muffler can be done easily if you have a portable bandsaw or a sawzall. Just cut off the muffler and clamp on the new one.
New exhaust manifold (i.e. header) is a bit more complicated than the above options.
And as mentioned, if you're going to be doing work on your own Jeep, it makes for good reason to "invest" in the necessary tools to help you get jobs done