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Is it bad if a car has an intake system, but it doesn't have an improved exhaust system to get the exhaust gases out faster? Wouldn't there be all kinds of added pressure to the engine and exhaust if the exhaust wasn't upgraded? Please explain this to me.

 
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no there will be no problems. The intake helps the engine breath better by allowing more (hopefully cold air) into the engine while the exhaust helps eleviate the pressure/ release the exhaust. More air coming in means more hp usually. Obviously it is best to have both, but it will not affect the engine in a negative way with just one and not the other.

 
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Agreed - I ran a CAI with no exhaust mods for about 8 months with no problems, temp range from deep winter cold to crazy summer heat.

 
Rep Power: 315

Same here, I had an AEM CAI with stock exhaust. Upgraded exhaust to 2.25" mandrel bent piping and noticed no difference in power...just sound...
switched to K & N FIPK II intake and noticed a big difference. The car now
barks in the 1st three gears!!