Anybody know where the tightest radius 2.5 or 3 inch u-bend can be had?

 

Summit is often a good bet for this sort of thing. They have a 2.5" U bend in 3.75" radius, and a 3" U bend in 4.5" radius.

A quick Google search also turns up the following:
http://store.racing-solutions.org/mandrelbends.html
http://www.roadraceengineering.com/mandrelbends.htm
https://www.headersbyed.com/mandrelb.htm
http://www.mazzurisuper.com/index.htm

If you're willing to do a little legwork, pay a visit to a few of the independent exhaust shops and/or hotrod shops in your town and ask around. Few shops actually have their own mandrel bender, but chances are good that someone you talk to will be able to point you to the one shop in town that does.

 

http://www.roadraceengineering.com/mandrelbends.htm

Towards the bottom of the page look for steel donuts. They are 3" with a 3" radius or a 2.5" with a 2.5" radius. Available in mild or stainless steel.

Mark

PS - Beat that!

 

Ahhh...beat me to the donut.
You could slightly cheat the bends with pie cuts if you must but the donut is the **** for sure.