What exchanges? To send funds to an exchange, it's up to you how much gas you use, check https://ethgasstation.info/ (for ETH) current gas for estimated speed.
21000 gas should work fine if you are sending to a wallet.
if you are sending to a contract, you might need a higher amount, so what exchanges? If you mean decentralized exchanges, for example with forkdelta I think you'd still be fine with 21000(?)