There are many ways a bride and groom can leave their reception. Some ideas work better 
on an indoor exit, while others work better for an outdoor exit, and some work for both. Some exits are more traditional, while others are emerging trends and still others are for a more romantic touch.
Rice/Birdseed/Sprinkles Toss
This is best done outside or indoors in a carpeted area. Do NOT throw these on a tiled floor. It makes the floor very slick. Make sure you give your guests enough time to open their containers. My husband was in a wedding where the bride and groom got pelted with unopened rice packets. Ouch!
Bubbles
These can work indoors, but work best outdoors. If using indoors, once again, do NOT use in a tiled area. There are many bridal bubbles available out there to choose from. Bubbles can be a fun way to exit.
Flower Petals
You can have your exit way lined with flower petals or have your guests toss them as you leave. You can go with real or silk. Many of the craft stores have pretty realistic looking silk petals you can purchase (usually in their wedding section). This can be very beautiful and add a touch of romance to your exit.
Bells
At a recent wedding I photographed, the bride had her guests ring tiny bells as they made their exit. If you do this I recommend you have someone come out ahead of the bride and groom and let the guests know they are leaving so the guests can start ringing the bells as the bride and groom are exiting, not when they are already halfway to the door/car. This also gives your guests a keepsake.
Wedding Wands/Ribbon Wands
Many venues don’t like their guests throwing things at the bride and groom for a liability standpoint, so wedding/ribbon wands is an alternative for these venues. You can have your guests stand along the exit and wave wands of ribbon alongside the walkway. Once again, your guests now have a wedding keepsake.
Pom Poms/Confetti
Tissue paper pom poms can be quite cute and add a pop of color to your exit, but be forewarned, they are expensive to purchase and time consuming as a DIY project. Some brides have their guests toss heart shaped confetti. Just make sure the confetti is large enough to actually see what it is.
Wedding Sparklers
Nighttime wedding reception exits often times use wedding sparklers. These can brighten up your exit pictures, just make sure that it is going to be dark enough to see the sparklers. Also make sure the guests are far enough back so the bride and groom don’t get hit by sparks.
Unusual Exits
Then there are the unusual exits. You’ve got your romantic ones like a horse drawn carriage or a dove release by the bride and groom. Or venue specific ones like rowing away in a boat or wheeled out in a luggage cart. You can be as creative or unique as you want. The sky is the limit!