I like "Metalizers" for things like that. Burnt Iron is a common color, and you should be able to find some somewhere.
Look at historical photos of the engines in use. Many times the model companies recommend painting exhaust manifolds black, but in reality they were frequently made from stainless steel tubing. The blackening came from soot, dirt, burnt engine oil, etc. I prefer to use stainless steel metalizer and then blacken them with black chalk or translucent paint such as Tamiya "Smoke". Burnt Iron also works well since it has a metallic sheen to it. It just depends on how much of a weathered look you are going for.