To replace sendmail with exim, change /etc/mailer.conf to:

sendmail        /usr/local/bin/exim
send-mail       /usr/local/bin/exim
mailq           /usr/local/bin/exim -bp
newaliases      /usr/bin/true

See mailwrapper(8) for more information.

NOTE: do not forget to add sendmail_flags="-bd -q30m" to
      /etc/rc.conf.local to startup exim correctly.

NOTE: do not forget to remove the "sendmail clientmqueue runner"
      from root's crontab.