Exhaust stud
 

The exhaust studs wich way do they turn to take them out trying not to break them off need to put longer ones in to make the exhaust manifold work in a vw bug.

counterclockwise...Lefty loosey.

good luck. some times a small pipe wrench works well

Most off the time just a double nut on the stud will do the job , lock the two studs together and put the wrench on the inside one and loosen , if the stud is stuck in the aluminum heat the stud HOT but not till melt down ( the stud will now be expanded inside the aluminum and very tight ) leave it to cool at room temp until all heat has dissipated ( the metal stud should now contract and be reasonably easy to remove .) If you don't care about the studs ( always nice to keep for spares ) then the little pipe wrench should do the job .. A stud remover is a good investment without much cost involved and good to have handy anyway . good luck .

Has anybody try the freeze spray penetrating oil?

You can use Aerokroil,it comes in a orange can is a penetrating oil spray it works really good in exhaust, you can get it at a hardware store like "bolts and nuts hardware store" or ACE. It cost a little bit more than regular liquid wrench or WD40 but is worth it!