Most aftermarket pipes will come with heat shields. V&H for instance come with heat shields, so do Cobra. They are very easy to install. The pipe bends may or may not match OEM so they usually supply their own heat shields.
I currently run V&H product on my bike but after meeting Frank and his staff from Dragos at SWII will be changing my exhaust to one of his in the future.
Calgaryglide. '08 Road Glide, Dark Candy Rootbeer, Thundermax Autotune, Dragula 2:1, K&N a/c, BAL, Rokker XTs and lots of other stuff.