It Will be stupid to run SA for outgoing mail,
this has been discussed several times on respective SA & exim forums.
If you accept all mail this is your problem.
I handle only with rfc compliant servers.
I never had ONE problem with hotmail, aol and others, never been blacklisted (4 dedicated servers at this time).
You forget that the battle is against spammers, the rule is to stop them, they are stopped first at SMTP time. Do you think they will complain ? even they do this is not receivable.
After this big barrier, stay only a few spam.
High score spam are ONLY new spam servers or hacked computers, so you can easily reject them.
Exim has evolued with new acl (like acl_check_mime and other)
Please read the small manual from tim
http://www.timj.co.uk/linux/Exim-SpamAndVirusScanning.pdf
seems there are on my mind.