I'd prefer to exit with double tap on the back button than with an exit Dialog.
In this solution, it show a toast when go back for the first time, warning that another back press will close the App. In this example less than 4 seconds.
private Toast toast;
private long lastBackPressTime = 0;
@Override
public void onBackPressed() {
if (this.lastBackPressTime < System.currentTimeMillis() - 4000) {
toast = Toast.makeText(this, "Press back again to close this app", 4000);
toast.show();
this.lastBackPressTime = System.currentTimeMillis();
} else {
if (toast != null) {
toast.cancel();
}
super.onBackPressed();
}
}
Token from: http://www.androiduipatterns.com/2011/03/back-button-behavior.html