Welcome to FSM Ken. Good to have you join us here. You're going to pic up all kinds of interesting info here at the forums that will greatly help you.
Tracks: Very well covered throughout the forum. Check out this link:
http://www.finescale.com/fsm/community/forum/topic.asp?TOPIC_ID=7466
Rust: Here's a couple of links:
http://www.finescale.com/fsm/community/forum/topic.asp?TOPIC_ID=8672
http://mbie.proboards13.com/index.cgi?board=construction&action=display&num=1058647726
As far as exhausts go, you are better of concentating on each individual vehicle. If you want to know about the Panzer III exhaust, it would differ greatly than say the Sherman as far as weathering goes. So if you could narrow that focus just a little bit.
Happy Modelling and God Bless
Robert