Don't know much about that.
To get you started(so you can choose more precisely).
I believe the exhaust is Inconel.
They once (now banned) use beryllium for the engine pistons.
"Teams started using exotic alloys in the late 1990s, leading to the FIA banning the use of exotic materials in engine construction, and only aluminium and iron alloys were allowed for the pistons, cylinders, connecting rods, and crankshafts." (Wikipedia)
Maybe you can get something interesting in gearboxes. Some teams( Renault, if not wrong) used a CF gearbox case.
This may help too:
http://www.formula1.com/inside_f1/rules ... 9/fia.html