Vengeance, Exorcist, Avenger, Executor and Retaliator grand cruisers all share the basic hull. Just slap batteries and launch bays and you've got the Exorcist.
Swords are probably the best escort for the cost, and provide batteries for killing Eldar. Dauntless is without doubt the best light cruiser. Of actual cruisers, Gothics are good but require battery support. Lunars can get a Nova cannon, and are your cheapest way of getting them since the Bastion fleet has no Dominators.
Tyrants pay too much for their range upgrades and Dictators are only 10 points less than Exorcists, with same lauch capacity, much less durability and weaker, shorter ranged batteries. Of the grand cruisers, Vengeance is good and worth squadroning with the Exorcist if you can spare the points for it, but if we are talking about a small fleet of 1000-ish points, it is hard to do unless at least three of the four cruisers needed are Dauntlesses.
Mars, though expensive, is the best of the three battlecruisers and has everything (lances, batteries, launch bays and a nova cannon) but it is the Exorcists replacement so you'd have to figure how to justify not making it your flagship instead.