Was your mail ever rejected or tagged as spam because it didn’t have a DKIM signature? You could enable DKIM-signing in Exim, but then, some older mail systems may still use DomainKeys.
Currently, Exim does not support signing mails with both DomainKeys and DKIM. You have to pick one of them, unless you do some tricks with patching Exim or connecting back to itself.
Still though, such setup is not perfect: Exim does not wrap its DomainKeys signature, which may result in SpamAssassin installations tagging your mail with HEAD_LONG rule (“Message headers are very long”) and assigning it 2.5 spam points.
So how to sign mail with DKIM and DomainKeys without negative consequences of being tagged by SpamAssassin for very long headers? DKIMproxy to the rescue!