My biggest win VS exos was with a PL 2 bug army, I got first turn and my plasma bug took out half of his army. My infiltrator then nailed his LT. That was pretty much it. You have to be really carefull with your set up. And I'd always go probe or attack, make sure he doesn't get to take out your command structure in turn one (just keep them off the board!). Rupture is lethal vs exos. It's scary for normal MI, but when each model lost is a major blow, it's a nightmare.
I use exos as LTs and NCOs haven't been brave enough to take an all exo force yet.
