I don't worry too much about "exit" link traffic, there just isn't much of it. I was sending my exit traffic to T Shirt Hell to see if there was perhaps a mainstream sale or two to be made. I discovered the link almost never got clicked on
If you're getting a lot of it you might want to consider a starting a mainstream blog of some sort or provide some content to try and keep them around long enough to see all your ads
If you use an exit on free sites some link lists will consider an affiliate link on the exit to be one of your 3 links out per page, so make sure you don't have more than 2 others
