You wouldn't want a GOSUB there, as eventually you'd run out of stack space. You're going somewhere, but you're never coming back from it, and eventually the PC is going to crap out of stack space listing all those never return addresses and your program is going to crash.
GOTO would work perfectly fine for you, as it doesn't place any return address on the stack, but use of it will make some of the newer programmers wrinkle up their nose, spritz holy water all around, and force them to offer up 100 Hail Mary's to atone for the blasphemy they perceive....
EXIT SUB is simple, to the point, and it's easy to understand its purpose just by reading it, without requiring any scrolling or jumping to a label to see what it's intending to do. I'd suggest just using it and save yourself the headache from having to listen to the overly religious Antigotoers out there. You just can't go wrong with a simple, self-documenting command like EXIT SUB. ;D