A model is developed for the propagation of finite amplitude acoustical waves and weak shocks in a straight duct of arbitrary cross section. It generalizes the linear modal solution, assuming mode amplitudes slowly vary along the guide axis under the influence of nonlinearities. Using orthogonality properties, the model finally reduces to a set of ordinary differential equations for each mode at each of the harmonics of the input frequency. The theory is then applied to a two-dimensional waveguide. Dispersion relations indicate that there can be two types of nonlinear interactions either called ``resonant'' or ``non-resonant.'' Resonant interactions occur dominantly for modes propagating at a rather large angle with respect to the axis and involve mostly modes propagating with the same phase velocity. In this case, guided propagation is similar to nonlinear plane wave propagation, with the progressive steepening up to shock formation of the two waves that constitute the mode and reflect onto the guide walls. Non-resonant interactions can be observed as the input modes propagate at a small angle, in which case, nonlinear interactions involve many adjacent modes having close phase velocities. Grazing propagation can also lead to more complex phenomena such as wavefront curvature and irregular reflection. [DOI: 10.1121/1.3531799]