It depends on the airline as to how and when they are available.
United, for example, makes their exit row seats available for Premier Exec and above, and sometimes even a Premier can reserve them in advance. should you show up and not be qualified to sit in the exit row they will move you.
Delta lets anybody book an exit row, and to correct the previous post, you can reserve them online at Delta.com when you make your booking. I don't know about the other sites like travelocity, but you can reserve it at Delta.com. They bring up a pop up window with the three questions, if you answer all of them correctly then you get the exit row reservation (speak and understand english, no children under dot dot dot)
So first try it with your reservation if you are making it online. If you can't reserve it then give the airline a call to see what their policy is on exit row reservations.