When the surfer gets hit with exit popups, they need to feel like they are still within the boundaries of the site they left, or at least being sent to something just as interesting.
If they just get a ton of windows opening before them, they'll get pissed. The worst are the timed windows that pop up 30 seconds after they are long gone. My conversions on these have been horrible.
While I was working at Gamma, I re-designed their exit system and from one month to the next I more than doubled their exit revenues.
Great exit strategies are set up in a non-intrusive way (at least they need to feel that way), well thought out signup trades, and a feel for the niches involved. I think that last one is obvious. Your very last window should be sent to something like
4freebucks.