United will allow people with status (Premier Exec and above, but I've been able to do it at times wtih just premier) to reserve exit rows when they make their reservation. You don't have to wait until you get to the airport. Delta will allow anybody to reserve an exit row if it's available, they have the questions pop up when you make the reservation.

Each airline is different, the only thing you can do is to call and ask for it and if they say no then ask their policy. Some airlines will want to see you at the airport, some, like Delta, will allow you to reserve in advance then move you if you don't fit the requirements when you show up to check in.