Have been running sendmail for a long time on woody. However - with the upgrade to sarge I've been taking a look at exim's configuration - since the sendmail config is a nightmare :)
Status so far
Installation
apt-get install exim4-daemon-heavy
This got exim4 down and removed sendmail. No debconf prompts came up at all. Some searching in debian-user gave me
dpkg-reconfigure exim4-config
Good start - got it listening on more than 127.0.0.1 and got the list of local names installed.
Spamassassin
I was using a sendmail milter to run spamassassin - for exim an apt-cache search gave me a hint