To be honest, I'm not a big fan of those exclusive items - imho they ruin the item fever which is an essential component of the gameplay in a rpg like DKS. If the exclusive items are so cool, why would you bother searching for cool gear ? But if the exclusive item isn't cool, why would you bother getting them ? And if you use those super items, then you're probably going to be tempted less to explore the world, and focus more on the main quest, which will lead to you missing one of bigger strengths of the game - the fact that there's plenty of stuff to do all over the place and so forth... it essentially ruins the balancing.
So personally I really think that the best thing you do with those exclusive items is sell them to the first merchant you see so you're not going to be tempted to use them and donate the gold you get to charity, but that's just me of course
