Mine are ceramic coated. I did it to lower engine bay temperatures a bit, and of course to keep everything looking nice.
Rust traps contaminants, impedes diagnostics and cleaning, and looks bad.
It's not going to eat all the way through those manifolds any time soon, though. It builds up so fast that it may as well be a coat of paint.
If you're thinking about coating your manifolds, you may as well do it. It's not going to hurt anything.
Sometimes it's easier to buy some used parts, though. That way, you can do what you want to them and then simply swap them out in an hour or so; you won't be without your vehicle for any length of time. If you've got the cash, it can save you a lot of headache.
If parking the car long enough to get it done is a problem, just buy some used crap. The process of coating exhaust manifolds is essentially a restoration, anyway.
Most powder shops can handle it, but there are mail order and internet services that specialize in such things.
Cheers,
Kennith