You always should unless you are advertising with Google, they do not allow it.
Your exit should have a strong offer...like $20 off or what I find to work better is somethign like this:
WAIT!
Before you go enter your email to find out how.......(enter your offer...How to Make $400 a day, how to lose 10 pounds in 2 weeks, how to piss upside down...
Then you capture their email which to me...is way better than just making a sale because now i can sell them on multiple things down the road!