Hmmm... Strange, my SDL rear muffler has pipes that turn down at the end.
I too leave sooty spots when starting from cold.
Dataiv: I also use Sunoco Gold Diesel since I got the car home to Canada (from Texas) in August, so I don't really have any comparison with other fuels. I can't say there is no smoke or diesel smell, as there definitely is, so I don't think it is the fuel. Your car must be in particularly fine shape.