I have no first-hand experience at it, but it seems like the best approach may be to set up and fund an organization which operates an exit node, rather than doing it in your own name.

e.g. http://tor.noisebridge.net/

This might not work so well at a small scale, and it might be difficult to quantify how well this approach worked for them for reducing how the operators personally get harassed in this case -- at least one of the founders of Noisebridge has been harassed a lot about other things (Jacob Appelbaum).