This article offers an interesting perspective of using exit slips at various times, not just as students are exiting the classroom. In general, exit slips are a quick snapshot of where your students are, so there is nothing that rules when they need to take place. The article suggests using them to survey students or activate prior knowledge.
This pdf provides numerous examples of exit slip questions. These suggestions are different types of questions than what you might have thought of before. I love the question that asks students to identify the relationship between two things.
So you are onboard with the idea of giving exit slips but you aren't sure if you're ready for the influx of paperwork you need to grade each day? There's a way around that. Watch this video to see how you can use Google Forms to create exit slips that students submit electronically. You can even use Floobaroo (google add-on) or conditional formatting to aid in grading.
Exit slips can serve many different purposes, from assessment to reflection. Depending on your content and grade level, you might have to find the type that works best for you. As a math teacher, my exit slips involve a couple of short problems from the concept we learned that day. But if you're an English teacher, your exit slips might involve a reflection on the discussion that took place in class.
This website answers all of the basic questions about exit slips. It describes how and why they are used, and also gives examples of great exit slip questions. If you're interested, there are also a few resources toward the bottom of the article that provide research backing the use of exit slips.