Running an exit relay is a bit different and a controversial topic. There are various reasons behind this, but from the technical and legal point of view, one of them stands out: exit relays are the interface of the Tor network with the internet. Whatever the Tor users do, wherever they connect, be it legal or illegal, exit relays carry those messages to the final destination.
For the Tor software itself, running a Tor exit relay requires configuration changes in the Tor software bundle, such as Vidalia. The main issues do not arise from the Tor application itself, rather from the surrounding environment. In a proper configuration, adjusting server settings for rate limiting and reduced exit policies, managing ISP relations, getting a separate IP for the node, and setting a recognizable DNS name are just a few of the issues.
Finding an appropriate place for hosting and informing ISPs about potential issues which might arise in the future is among the first pieces of advice from the Tor community. Since Tor is not being used only for innocent reasons, the activities of spammers, Torrent file uploaders, and abusers all look like they come from Tor exit relays. If the Tor exit relay operators run the services via a hosting company, which is a better option than running it at home, those hosting companies and the ISPs would receive many abuse complaints from other users. Although some workarounds decrease the number of complaints, it is more likely to happen eventually. The Tor community provides a list of ISPs from different countries and rates their response if someone runs a bridge, relay, or exit node in their infrastructure. Reading previous experiences collected on Wiki pages is one of the first things for running an exit node independently.