I completely respect people's decisions to keep their pipes blue. I think it looks great on many of the Bonnie's/Thrux's I see, primarily due to the various colors. It adds a little flavor to the bike, and seems to be a unique little 'touch' these bikes get.
However, if you're like me and some others, the blue might have actually not been as asthetically pleasing as you would imagine. Me, I have a 07 Bonnie Black and I felt that in my quest to make my bike more custom tailored to my tastes, the blue was getting in the way. As some have mentioned, you can ceramic coat the pipes. However, that will cost you around $100-200 depending on where you get it done. You might be able to find it cheaper, but I haven't.
You can also wrap the pipes, which is what I originally planned on doing. It's another unique look and if done right, can look very and instant RAT bikish.
However, I decided I wanted to paint the pipes with a high heat bbq paint myself. Some others have done this and after compiling a lot of different suggestions and tips, I decided to give it a go. You can find those instructions here if you decide you want to try it out:
http://www.triumphrat.net/twins-tech...dark-grey.html
Regardless, there doesn't seem to be one definitive solution for stopping the blue, only reducing it. And the tips these guys have given so far are exactly what I would suggest too.