Hello Pankaj,
what I do normally is to have a basic C for the exit, then I call a shell script.
It's quite quick, and never had real performance problem.
But it depends on what you want to perform.
If you need speed, then there is no way around than C.
Java, as Justin said... is nice... but for user exit... this is overkill.
Even the CMOD Developpers have changed from Java to C/C++ for the ARSXML tool starting with CMOD 8.5.
Why? Performance problems, memory problems...
Each Programming language has its strength, and weakness. We just need to know them and use them accordingly.
Sincerely yours,
Alessandro