One problem related to manifold/header/muffler/tail pipe has been reported for the 2002 Saturn LS. The most recently reported issues are listed below.
While driving, once car was warm, I started hearing a loud whistling noise from under the hood. Mechanic ran an emissions test and determined that I needed to replace the intake manifold gasket. I decided to take the car to a Saturn dealer, although I had no more warranty. I was informed that once they installed the gasket, the problem was worse and the car was now undriveable as the manifold itself was warped and needed to be replaced (including another gasket as the 1st was damaged by trying to install it on a warped manifold). The car has apx 58,000 miles. Service manager said he had never seen one do this before and only explanation for it happening was extreme heat, yet this engine has never overheated; oil is changed as soon as light comes on. Lucky I did not incur major damage to other parts or the engine (after reading this website I am waiting for the timing belt to go. Why no recall on this??).