You mean like this stuff?
http://www.vwrsp.com/catalog/product...02&resultNum=0
I know it isn't cheap, but for this sort of thing I would check surplus scientific supply shops. I don't work with it, but it is usually used in situations with very corrosive chemicals and/or high temps (only one I could find a softening point for was 1500C)
Edit: Tubing linked above softens at 900C.
If this is what you want I'll ask some of the older researchers around here about how to work with it.
Edit: Asked one of my older co-workers about glass tubing. He said to just heat and bend, using a mold for larger tubing (a round block of wood can work). For connecting, maybe compression connectors like these?
http://www.kimble-kontes.com/html/pg-179920.html