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, Platinum White with wood trim, Thundermax Autotune, Dragula 2:1, Drago 510 cams, Glidepro motor mount and rear bushing, Zippers chain tensioners, Big Sucker II a/c, BAL, Rokker XTs, JD Ross new way shifter and other cool stuff.