James,
The Exige is undoubtedly a better start point for a track day car BUT even it isn't completely ready out of the box. Depending how many TD's you intend to do and more importantly how hard you end up pushing, you'll be in need of better brakes and tyres and it'll wear out suspension components (bushes etc) almost as quickly as the NSX.
I think my point is you should budget for upgrades to an Exige as well.
W.R.T using the NSX on trackdays. IMO, and with some experience behind me, the brakes are just not up to it. The disk size is the fundamental problem and no amount of differant types of cross drilled/slotted/R versions, braided hoses, exotic pad materials or fresh blue/red fluids are going to make up for this. Having said that, you only have to hold back 5%-10% or so in the braking areas and even at big fast circuits like Silverstone GP and Bedford, fade and judder stay at acceptable levels and you can stay out on track until you need a rest more than the car
For me tyres are the single biggest thing you can change to help your enjoyment on track days. You can drive around marginal brake performance once you know their limits but tyres that go off after a couple of laps are a P.I.T.A
I will continue to TD my NSX as it is and enjoy learning it's characteristics in extremis but will not persue any mods. Well maybe a Racing braking disk upgrade and trackday (Toyo R888 or similar) tyres for their consistancy rather than outright performance.
If my Westfield ever hits the road/track (don't hold your breath) I'll run rings around your pesky Exige
Cheers
Mark