Where’s the best place to enter an exception? Is it through the Console using the SCM Exception Management Dashboard, or using the BigFix Compliance Web Interface?
There are actually two types of exception you can make -
inbuilt exception in Compliance portal - this exception only work to get your machine exempt from compliance reporting but whatever action you have initiated for compliance remediation those will not be exempted.
site level exception - create one client setting named as Exempt or similar to that & use values True & False, update this setting results in your site subscription, if exempt value is True machines will not get any applicability to the sites itself & no content will be executed on it.