Cleo - Im in the "no exit" link crowd - but I believe that if I had an exit - being that 95% of the people that would be hitting my sites would be someone originally looking for something adult related - I would make up a page of "adult products" enhancers, toys videos any type of shopping which would increase the bottom line - Id also have a link on that page to go to a general adult site hub to filter for niches in case thats why they left.
Lastly, I would definitely have a button or link at the top of the page for those under 18 - and have that go to a non adult related shopping page on one of your domains that doesnt sound adulty

not a search page with pay for clicks, but one that you set up through linkshare or cj selling all types of things
Agreed on the evidence eraser type sites - you would be just screwing yourself out of cookie tracking and sales