You can buy tuned pipes and headers from Macs.
http://www.macspro.com/
You can expect to gain anywhere from a few hundred RPM too a few thousand RPM. Just depends on how you tune it.
The size you want is going to be any standard pipe for a .46 engine. They are listed on the Macs site.
You tune a pipe by cutting off the header and essentially moving the pipe closer to the exhaust until it reaches the RPMs you want to run.
You certainly CAN burn up an engine with a pipe. Cutting the header too short and going for max RPMs is one way. Another way is not knowing how to properly adjust the needles and running the engine lean. A tuned pipe is designed to create HP. HP takes fuel.
If you're expecting to bolt it on and fly it--go get a bigger engine. A tuned pipe isn't a simple bolt on item. Typically, you'll tune for a certain prop. Then you're stuck with that prop. If you change the prop, glow plug, fuel or airplane--you'll have to buy a new header and tune again. So, you better already know what prop and fuel combo you plan to run on this particular airframe or it'll be QUITE expensive buying new headers.
Tuned pipe theory is very complicated. I couldn't BEGIN to tell you all that is required for you to have a good understanding of it. I'd suggest you google it and start reading. You need to know how it works before you jump into it.
Basic pipe theory:
Exhaust creates a pulsing sound wave (varies with RPM)
Sound wave is sent down header and into pipe
Sound wave bounces off divergent cone of pipe and reverses direction
Sound wave travels backwards through pipe and header
Sound wave slams into escaping fuel charge from exhaust port
Escaping fuel charge is shoved back into cylinder before piston can close exhaust port
More fuel into combustion chamber = more HP.
You can tune for more torque. Or, you can tune for more HP. You can also tune yourself right into a fire breathing monster that is ruined in about 1/2 gallon of fuel. [X(]
Thats an overly simplified description of how it works. I sorry, but I don't want to type it all out.
(not even sure I know it all) I'll probably make a mistake and then get roasted by several other people here over a typo.

Best thing to do is google it, or somebody might have a link to tuned pipe theory that they can post here for you.
Good luck.