Well, my toughts are that there are some providers out there who will provide you with an server while beeing anonymous. But that aren‘t many and they are expensive, so called bulletproof hosters. The thing is: You shouldn‘t even have to stay anonymous just because running an exit relay, but as Isaac said, LEA are not very well informed sometimes. And if you don‘t stay anonymous you have to fear seizures or a bust at home - and thats nothing a relay ooperator wants. Thats the reason for me too to stay away from an exit node for now :/

Just for your information: a good anonymous hoster would charge 100 dollars per month or more for an 100 mbit unmetered server.....