For butt welding, I would go with a small bit of added, small diameter filler rod for max strength if available. Especially if the fitup isn't totally "precision fit." Otherwise, agreed with glen you're likely to get some undercut, and below 100% penetration, which means below 100% strength through the weld joint.

Like Glen mentioned he sometimes does, I have gotten away using "no filler" on tight-fitting stainless lap joints. No filler usually allows quicker travel speeds and less heat input, IME.

Attachment 2438
Here is one example of a spec miata racing exhaust muffler weld that I made. I am sure I used a little filler to weld the slot-cuts, and I may have used some here and there sparingly on the lap weld, but I probably didn't use much on the lap weld. A joint like this also doesn't need any solar flux or backpurging, since you needn't penetrate the puddle all the way through to the inside of the tubing, like you would on a butt joint.

IMO, form should generally follow function with welding, and especially true on something like an exhaust system that's underneath a car. That is my philosophy anyway.

Get the full penetration and strength first so it won't crack later down the road (some engines vibrate a lot, and i've seen exhaust welds crack before, so it's possible.) And worry about getting the "perfect aesthetics" down later. You *can* get a pretty nice aesthetic relatively easy however, using pulsing and no filler rod. I think it takes a lot more practice to get a real even uniform bead width and deposit pattern adding small diameter filler rod. I know I am not quite there yet. Just because I haven't practiced TIG welding stainless tubing butt welds enough yet. I can make functionally sound welds though.

I'm pretty sure I used a #8 gas lens cup on the above weld. (It's the largest gas lens cup that I have.)